Pair-copula constructions of multiple dependence

Aas, Kjersti

November 19, 2007

SAMBA

• Refereed: 0
• Conference: Vine Copula Workshop, Delft
• Title: Pair-copula constructions of multiple dependence
• Author(s): Aas, Kjersti
• Published date: November 19, 2007
• Page(s):
• ISBN:
• Publisher: