Author:
Garg Jyoti,Karmakar Madhusudan,Paul Samit
Subject
Economics and Econometrics,Finance
Reference41 articles.
1. Pair-copula constructions of multiple dependence;Aas;Insurance: Mathematics and Economics,2009
2. Information costs and home bias: An analysis of US holdings of foreign equities;Ahearne;Journal of International Economics,2004
3. Probability density decomposition for conditionally dependent random variables modeled by vines;Bedford;Annals of Mathematics and Artificial intelligence,2001
4. Vines—a new graphical model for dependent random variables;Bedford;The Annals of Statistics,2002
5. International capital market equilibrium with investment barriers;Black;Journal of Financial Economics,1974
Cited by
3 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