Construction and Sampling of Nested Archimedean Copulas

Thumbnail
Metadata only
Author
Hofert, Marius
Date
2010
Type
  • Conference Paper
Publication status
published
External links
Full text via SFX
Editor
Jaworski, Piotr
Durante, Fabrizio
Härdle, Wolfgang
Rychlik, Tomasz
Book title
Copula theory and its applications : proceedings of the workshop held in Warsaw, 25-26 September 2009
Journal / series
Lecture notes in statistics. Proceedings
Volume
198
Pages
147 - 160
Publisher
Springer
Event
Copula Theory and Its Applications, Warsaw, Poland, September 25-26, 2009
Organisational unit
03288 - Embrechts, Paul
Notes
.
More
Show all metadata
Altmetrics