Mixture of Vine Copulas for Complex and Hidden Dependence | AVESİS

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Mixture of Vine Copulas for Complex and Hidden Dependence

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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

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