Multivariate hierarchical copulas with shocks

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	681-694
Number of pages	14
Journal	Methodology and Computing in Applied Probability
Volume	12
Issue number	4
DOIs	https://doi.org/10.1007/s11009-009-9134-6
Publication status	Published - 2010

Fields of science

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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",

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pages = "681--694",

journal = "Methodology and Computing in Applied Probability",

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AU - Durante, Fabrizio

AU - Hofert, Marius

AU - Scherer, Matthias

PY - 2010

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U2 - 10.1007/s11009-009-9134-6

DO - 10.1007/s11009-009-9134-6

M3 - Article

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VL - 12

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JO - Methodology and Computing in Applied Probability

JF - Methodology and Computing in Applied Probability

IS - 4

ER -