articleComputational Statistics & Data AnalysisOct 22, 2012GREEN OA

Selecting and estimating regular vine copulae and application to financial returns

JDJeffrey DissmannEBEike BrechmannCCClaudia CzadoDKDorota Kurowicka

Technical University of Munich · Delft University of Technology

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

709
total citations
FWCI
32.71
Percentile
100%
References
75
Citations per year

Authors

4

Topics & keywords

Topics
Keywords
  • Vine copula
  • Copula (linguistics)
  • Multivariate statistics
  • Econometrics
  • Canonical correlation
  • Mathematics
  • Multivariate normal distribution
  • Statistics
No related works found for this paper.

Funding