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

  • Publication Type: Conference Paper / Summary Text
  • City: Island of Aegina
  • Country: Greece