Estimating standard errors in regular vine copula models

Computational Statistics

Volumn 28, Issue 6, 2013, Pages 2679-2707

  Stöber, Jakob ^a   Schepsmeier, Ulf ^a  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

Author keywords

Copula; Exchange rates; R vine; Standard errors

Indexed keywords

EID: 84888302675     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-013-0423-8     Document Type: Article

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