Pair-Copula Constructions for Financial Applications: A Review-Reference-Cited by-同舟云学术

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Pair-Copula Constructions for Financial Applications: A Review

Published:2016-10-29 Issue:4 Volume:4 Page:43
ISSN:2225-1146
Container-title:Econometrics
language:en
Short-container-title:Econometrics

Author:

Aas Kjersti

Publisher

MDPI AG

Subject

Economics and Econometrics

Link

http://www.mdpi.com/2225-1146/4/4/43/pdf

Reference104 articles.

1. Multivariate Models and Dependence Concepts;Joe,1997

2. An Introduction to Copulas;Nelsen,1999

3. Fonctions de répartition à n dimensions et leurs marges;Sklar;Publ. Inst. Stat. Univ. Paris,1959

4. Correlation: Pitfalls and alternatives;Embrechts;Risk,1999

5. Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance

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