Properties of hierarchical Archimedean copulas

Statistics and Risk Modeling

Volumn 30, Issue 1, 2013, Pages 21-54

  Okhrin, Ostap ^a   Okhrin, Yarema ^a   Schmid, Wolfgang ^a  

^a NONE

Author keywords

Archimedean copula; copula; hierarchical copula; multivariate distribution; stochastic ordering

Indexed keywords

EID: 84984987779     PISSN: 21931402     EISSN: 21967040     Source Type: Journal    
DOI: 10.1524/strm.2013.1071     Document Type: Article

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