Models for construction of Multivariate Dependence

Berg, Daniel; Aas, Kjersti

September 14, 2007

SAMBA

• Refereed: 1
• Conference: Workshop on Copulae and multivariate return distributions in finance, Warwick Business School,UK
• Title: Models for construction of Multivariate Dependence
• Author(s): Berg, Daniel; Aas, Kjersti
• Published date: September 14, 2007