A vague multidimensional dependency structure: Conditional versus Unconditional fuzzy copula models

Author:

Romagnoli SilviaORCID

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Computer Science Applications,Theoretical Computer Science,Control and Systems Engineering,Software

Reference31 articles.

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2. Fuzzy measures and asset prices: accounting for information ambiguity;Cherubini;Appl. Math. Finance,1997

3. A copula-based model for spatial and temporal dependence of equity markets;Cherubini,2010

4. Dynamic Copula Methods in Finance;Cherubini,2012

5. A copula-based model of speculative price dynamics in discrete time;Cherubini;J. Multiv. Anal.,2011

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