Pair-copula constructions of multiple dependence

Aas, Kjersti

December 07, 2007

SAMBA

• Refereed: 0
• Conference: Workshop on Copulae: Theory and Praxis , Berlin
• Title: Pair-copula constructions of multiple dependence
• Author(s): Aas, Kjersti
• Published date: December 07, 2007