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Construction of asymmetric multivariate copulas

2008239 citationsJournal Article

Authors

Eckhard Liebscher · Merseburg University of Applied Sciences

Topics & Keywords

Financial Risk and Volatility Modeling Hydrology and Drought Analysis Insurance, Mortality, Demography, Risk Management

Publication Details

Published in: Journal of Multivariate Analysis

Volume 99, Issue 10, pp. 2234-2250

DOI: 10.1016/j.jmva.2008.02.025

Field-Weighted Citation Impact: 12.96

Construction of asymmetric multivariate copulas | Researchclopedia