DEPENDENCE MODELING:Vine Copula Handbook
- Dorota Kurowicka(Delft University of Technology, The Netherlands)Harry Joe(University of British Columbia, Canada)
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KeywordsDependence Modeling; Joint Distributions; Copulae; Vines; Graphical Models; PCC;
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- P43 - Economic Systems - - Other Economic Systems - - - Finance; Public Finance
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
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