Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
| Autor: | Nagler, T., Bumann, C., Czado, C. |
|---|---|
| Zdroj: | In Journal of Multivariate Analysis July 2019 172:180-192 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Nagler, T., Bumann, C., Czado, C. |
|---|---|
| Zdroj: | In Journal of Multivariate Analysis July 2019 172:180-192 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect