On the simplified pair-copula construction - simply useful or too simplistic?

Hobæk Haff, Ingrid; Aas, Kjersti; Frigessi, Arnoldo

June 10, 2010

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• ISBN:
• Author(s): Hobæk Haff, Ingrid; Aas, Kjersti; Frigessi, Arnoldo
• Title: On the simplified pair-copula construction - simply useful or too simplistic?
• Volume/number: 101
• Name and number of project:
• Journal: Journal of Multivariate Analysis
• Page(s): 1296-1310
• Conference:
• Refereed: 1
• Publisher:
• Published date: June 10, 2010
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• Editor: