Comparison of estimators for pair-copula constructions

Hobæk Haff, Ingrid

March 12, 2011

SAMBA

• Refereed: 0
• Conference: 4th Workshop on Vine Copula Distributions and Applications, May 11th-12th, 2011, Munich.
• Title: Comparison of estimators for pair-copula constructions
• Author(s): Hobæk Haff, Ingrid
• Published date: March 12, 2011
• Page(s):
• ISBN:
• Publisher: