Additional Metadata
Keywords Regular Vine Copulas, co-dependence modelling, tree structures
JEL Mathematical Methods (jel C02), Portfolio Choice; Investment Decisions (jel G11)
Publisher Erasmus MC: University Medical Center Rotterdam
Persistent URL hdl.handle.net/1765/38776
Series Tinbergen Institute Discussion Paper Series
Journal Discussion paper / Tinbergen Institute
Citation
Allen, D.E, Anwar, A.M, McAleer, M.J, Powell, R.J, & Singh, A.K. (2013). Financial Dependence Analysis: Applications of Vine Copulae (No. TI 13-022/III). Discussion paper / Tinbergen Institute (pp. 1–22). Erasmus MC: University Medical Center Rotterdam. Retrieved from http://hdl.handle.net/1765/38776