Bayesian Copulae Distributions, with Application to Operational Risk Management-Some Comments - Research Collection

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Author

Arbenz, Philipp

Date

2013-03

Type

Journal Article

Citations

Cited 4 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1007/s11009-011-9224-0

Journal / series

Methodology and computing in applied probability

Volume

15(1)

Pages / Article No.

105 - 108

Publisher

Springer

Subject

Bayesian normal copula; Bayesian Student's t copula; 62C10; 62F15

Notes

.

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Citations

Cited 4 times in Web of Science

ETH Bibliography

yes

Altmetrics