Nonparametric estimation of simplified vine copula models: comparison of methods
Work
Year: 2017
Type: article
Abstract: In the last decade, simplified vine copula models have been an active area of research. They build a high dimensional probability density from the product of marginals densities and bivariate copula ... more
Source: Dependence Modeling
Institutions Technical University of Munich, Bielefeld University
Cites: 59
Cited by: 48
Related to: 10
FWCI: 4.306
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,078