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

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Author
Arbenz, Philipp
Date
2013-03
Type
    Journal Article
Rights / license
In Copyright - Non-Commercial Use Permitted
Permanent link
https://doi.org/10.3929/ethz-b-000064244
Publication status
published
External links
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
It was possible to publish this article open access thanks to a Swiss National Licence with the publisher
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Citations
Cited 17 times in Web of Science
ETH Bibliography
yes
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