Mixture of Vine Copulas for Complex and Hidden Dependence

EVKAYA Ö. O., YOZGATLIGİL C., KESTEL A. S.

Recent Developments in Dependence Modeling and Applications in Finance and Insurance, Island of Aegina, Greece, 22 - 23 May 2017, (Summary Text)

• Publication Type: Conference Paper / Summary Text
• City: Island of Aegina
• Country: Greece
• Middle East Technical University Affiliated: Yes