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Pair-copula constructions of multiple dependence

20072,013 citationsJournal Articlegreen Open Access

Authors

Kjersti Aas · Norwegian Computing Center

Claudia Czado · Technical University of Munich

Arnoldo Frigessi · Norwegian Computing Center

Henrik Bakken · Norwegian University of Science and Technology

Topics & Keywords

Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis Probability and Statistical Research

UN Sustainable Development Goals

Sustainable cities and communities

Publication Details

Published in: Insurance Mathematics and Economics

Volume 44, Issue 2, pp. 182-198

DOI: 10.1016/j.insmatheco.2007.02.001

Field-Weighted Citation Impact: 36.34

Pair-copula constructions of multiple dependence | Researchclopedia