Archived publication
Archived publication
Comparing estimators for pair-copula constructions
June 30, 2011
SAMBA
- Filename: pccsimexp.pdf
- Areas: Finance, Insurance and Commodity Markets
- Keywords: Copulae, Empirical distribution functions, Hierarchical construction, Stepwise estimation, Vines, Computational speed
- Page(s): 33
- Name and number of project:
- Title: Comparing estimators for pair-copula constructions
- Author(s): Hobæk Haff, Ingrid
- Report number: SAMBA/22/11
- Published date: June 30, 2011