Pair-copula constructions of multiple dependence

Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik

April 24, 2007

SAMBA

• Refereed: 0
• Conference: (sfi)2 Workshop on Quantitative Risk Management
• Title: Pair-copula constructions of multiple dependence
• Author(s): Aas, Kjersti; Czado, Claudia; Frigessi, Arnoldo; Bakken, Henrik
• Published date: April 24, 2007