Multivariate hierarchical copulas with shocks

Fabrizio Durante, Marius Hofert, Matthias Scherer

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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