Selecting and estimating regular vine copulae and application to financial returns

J Dißmann, EC Brechmann, C Czado, D Kurowicka

Research output: Contribution to journalArticleScientificpeer-review

235 Citations (Scopus)
Original languageEnglish
Pages (from-to)52-69
Number of pages18
JournalComputational Statistics & Data Analysis
Volume59
Publication statusPublished - 2013

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