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"Modeling dependence structure among European markets and among ..."

Henryk Gurgul, Artur Machno (2016)

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DOI: 10.1007/S10100-015-0411-X

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/cejor/GurgulM16
Henryk Gurgul, Artur Machno:
Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach. Central Eur. J. Oper. Res. 24(3): 763-786 (2016)

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