Reference : Financial markets dependence modeling using vine copulae - Vine copulae estimation of...
Scientific congresses, symposiums and conference proceedings : Unpublished conference
Business & economic sciences : Finance
Finance
http://hdl.handle.net/10993/40185
Financial markets dependence modeling using vine copulae - Vine copulae estimation of asset decomposition
English
Petitjean, Simon Paul mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > >]
Schiltz, Jang mailto [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

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