De copulis non est disputandum: Copulae: An overview

AStA Advances in Statistical Analysis

Volumn 94, Issue 1, 2010, Pages 1-31

  Härdle, Wolfgang Karl ^a   Okhrin, Ostap ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Copulae; Multivariate dependence; Value at Risk

Indexed keywords

EID: 77949541970     PISSN: 18638171     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10182-009-0118-1     Document Type: Article

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