Modelling dependence between financial returns using pair-copula constructions

Aas, Kjersti; Berg, Daniel

February 27, 2011

SAMBA

• Published date: February 27, 2011
• Publisher: World Scientific Publishing Company
• Refereed: 0
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• Title: Modelling dependence between financial returns using pair-copula constructions
• Author(s): Aas, Kjersti; Berg, Daniel
• ISBN: 9814299871
• Book title: Dependence Modeling: Vine Copula Handbook
• Editor: Kurowicka, D; Joe, H