Author:
Pastpipatkul Pathairat,Yamaka Woraphon,Sriboonchitta Songsak
Publisher
Springer International Publishing
Reference16 articles.
1. Aas, K., Czado, C., Frigessi, A., Bakken, H.: Pair-copula constructions of multiple dependence. Insurance: Mathematics and Economics 44(2), 182–198 (2009)
2. Ayusuk, A., Sriboonchitta, S.: Risk Analysis in Asian Emerging Markets using Canonical Vine Copula and Extreme Value Theory. Thai Journal of Mathematics, 59–72 (2014)
3. Bedford, T., Cooke, R.M.: Vines: A new graphical model for dependent random variables. Annals of Statistics, 1031–1068 (2002)
4. Czado, C., Schepsmeier, U., Min, A.: Maximum likelihood estimation of mixed C-vines with application to exchange rates. Statistical Modelling 12(3), 229–255 (2012)
5. Joe, H., Hu, T.: Multivariate distributions from mixtures of max-infinitely divisible distribtions. Journal of Multivariate Analysis 57(2), 240–265 (1996)
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献