Multivariate hierarchical copulas with shocks

Publikation: Beitrag in Fachzeitschrift › Artikel › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	681-694
Seitenumfang	14
Fachzeitschrift	Methodology and Computing in Applied Probability
Volume	12
Ausgabenummer	4
DOIs	https://doi.org/10.1007/s11009-009-9134-6
Publikationsstatus	Veröffentlicht - 2010

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title = "Multivariate hierarchical copulas with shocks",

author = "Fabrizio Durante and Marius Hofert and Matthias Scherer",

year = "2010",

doi = "10.1007/s11009-009-9134-6",

language = "English",

volume = "12",

pages = "681--694",

journal = "Methodology and Computing in Applied Probability",

issn = "1387-5841",

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T1 - Multivariate hierarchical copulas with shocks

AU - Durante, Fabrizio

AU - Hofert, Marius

AU - Scherer, Matthias

PY - 2010

Y1 - 2010

UR - https://www.scopus.com/pages/publications/77957311621

U2 - 10.1007/s11009-009-9134-6

DO - 10.1007/s11009-009-9134-6

M3 - Article

SN - 1387-5841

VL - 12

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JO - Methodology and Computing in Applied Probability

JF - Methodology and Computing in Applied Probability

IS - 4

ER -