| Financial markets dependence modeling using vine copulae - Vine copulae estimation of asset decomposition |
| English |
| Petitjean, Simon Paul [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > >] |
| Schiltz, Jang [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >] |
| 12-Jul-2019 |
| Yes |
| Yes |
| International |
| 23rd International Congress on Insurance: Mathematics and Economics |
| July 10-12, 2019 |
| Technische Universität München |
| München |
| Germany |
| http://hdl.handle.net/10993/40185 |