Selecting and estimating regular vine copulae and application to financial returns

J Dißmann, EC Brechmann, C Czado, D Kurowicka

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	52-69
Number of pages	18
Journal	Computational Statistics & Data Analysis
Volume	59
Publication status	Published - 2013

Cite this

@article{e1debf401e0d4b6b98ac48f79e986ff0,

title = "Selecting and estimating regular vine copulae and application to financial returns",

author = "J Di{\ss}mann and EC Brechmann and C Czado and D Kurowicka",

year = "2013",

language = "English",

volume = "59",

pages = "52--69",

journal = "Computational Statistics & Data Analysis",

issn = "0167-9473",

publisher = "Elsevier",

}

TY - JOUR

T1 - Selecting and estimating regular vine copulae and application to financial returns

AU - Dißmann, J

AU - Brechmann, EC

AU - Czado, C

AU - Kurowicka, D

PY - 2013

Y1 - 2013

UR - http://www.sciencedirect.com/science/article/pii/S0167947312003131

M3 - Article

SN - 0167-9473

VL - 59

SP - 52

EP - 69

JO - Computational Statistics & Data Analysis

JF - Computational Statistics & Data Analysis

ER -