Pair-copula constructions of multiple dependence

Aas, Kjersti

September 17, 2009

SAMBA

• Refereed: 0
• Conference: Workshop on High-Dimensional Extremes and applications, Lausanne
• Title: Pair-copula constructions of multiple dependence
• Author(s): Aas, Kjersti
• Published date: September 17, 2009
• Page(s):
• ISBN:
• Publisher: