Construction and Sampling of Nested Archimedean Copulas

Metadata only

Author

Date

2010

Type

Conference Paper

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

Editor

Book title

Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009

Journal / series

Lecture Notes in Statistics

Volume

198

Pages / Article No.

147 - 160

Publisher

Springer

Event

Copula Theory and Its Applications, Warsaw, Poland, September 25-26, 2009

Organisational unit

03288 - Embrechts, Paul (emeritus)

More

ETH Bibliography

yes

Altmetrics

Research Collection