Construction and Sampling of Nested Archimedean Copulas

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Author
Hofert, Marius
Date
2010
Type
  • Conference Paper
Publication status
published
External links
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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 / Article No.
147 - 160
Publisher
Springer
Event
Copula Theory and Its Applications, Warsaw, Poland, September 25-26, 2009
Organisational unit
03288 - Embrechts, Paul (emeritus)  
Notes
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yes
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