Financial Dependence Analysis: Applications of Vine Copulae

2013-01-22

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
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Allen, D., Anwar, A., McAleer, M., Powell, R., & Singh, A. (2013). Financial Dependence Analysis: Applications of Vine Copulae (No. TI 13-022/III). Discussion paper / Tinbergen Institute (pp. 1–22). Retrieved from http://hdl.handle.net/1765/38776

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