Pair-copulas modeling in finance
- 期刊名称Financial Markets and Portfolio Management
- 作者Beatriz Vaz de Melo Mendes; Mariângela Mendes Semeraro; Ricardo P. Câmara Leal
- 卷第24卷
- 期第2期
- 印刷ISSN1934-4554
- 电子ISSN2373-8529
- 文件大小1071.17KB
- 发表时间2010-06
- DOI10.1007/s11408-010-0130-1
- 页码193-213
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