Properties of Hierarchical Archimedean Copulas
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References listed on IDEAS
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More about this item
Keywordscopula; multivariate distribution; Archimedean copula; stochastic ordering; hierarchical copula;
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
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