Financial markets dependence modeling using vine copulae - Vine copulae estimation of asset decomposition

Reference : Financial markets dependence modeling using vine copulae - Vine copulae estimation of...


	Document type :	Scientific congresses, symposiums and conference proceedings : Unpublished conference
	Discipline(s) :	Business & economic sciences : Finance
	Focus Areas :	Finance
	To cite this reference:	http://hdl.handle.net/10993/40185

Title :	Financial markets dependence modeling using vine copulae - Vine copulae estimation of asset decomposition
Language :	English
Author, co-author :	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) >]
Publication date :	12-Jul-2019
Peer reviewed :	Yes
On invitation :	Yes
Audience :	International
Event name :	23rd International Congress on Insurance: Mathematics and Economics
Event date :	July 10-12, 2019
Event organizer :	Technische Universität München
Event place (city) :	München
Event country :	Germany
Permalink :	http://hdl.handle.net/10993/40185

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	File	Commentary	Version	Size	Access
Open access	2019_3 München 2.pdf	Slides of the presentation	Publisher postprint	897.89 kB	View/Open

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