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An Econometric Study of Vine Copulas

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.insmatheco.2007.02.001openalex-extracted

Pair-copula constructions of multiple dependence

inferredcites →https://doi.org/10.1109/tac.1974.1100705openalex-extracted

A new look at the statistical model identification

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.1007/978-3-030-02680-6_3openalex-snapshot

The Traditional Risk Measures

inferred← citeshttps://doi.org/10.1007/978-3-319-50742-2_26openalex-snapshot

The Role of Asian Credit Default Swap Index in Portfolio Risk Management

inferred← citeshttps://doi.org/10.1007/s10614-023-10544-7openalex-snapshot

Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index

inferred← citeshttps://doi.org/10.1186/2195-5832-1-7openalex-snapshot

A closed-form universal trivariate pair-copula

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