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"Vine copulas with asymmetric tail dependence and applications to financial ..."

Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li (2012)

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DOI: 10.1016/J.CSDA.2010.07.016

access: closed

type: Journal Article

metadata version: 2020-02-18

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  - journals/csda/NikoloulopoulosJL12
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  - https://dblp.org/rec/journals/csda/NikoloulopoulosJL12
Aristidis K. Nikoloulopoulos, Harry Joe, Haijun Li:
Vine copulas with asymmetric tail dependence and applications to financial return data. Comput. Stat. Data Anal. 56(11): 3659-3673 (2012)

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