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ArticleNew constructions of diagonal patchwork copulas

Fabrizio Durante2009

Article2009

New constructions of diagonal patchwork copulas

Fabrizio Durante · José Antonio Rodrı́guez-Lallena · Manuel Úbeda-Flores

29 citations·0/0 files stored·Information Sciences

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Financial Risk and Volatility Modeling Probability and Statistical Research Statistical Distribution Estimation and Applications

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References

2004Copula Methods in Finance 2006Quantitative Risk Management: Concepts, Techniques, and Tools 2007Aggregation Functions: A Guide for Practitioners 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask 2006An Introduction to Copulas (Springer Series in Statistics)2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions 2014Extremes in Nature: An Approach Using Copulas 2002Aggregation Operators

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Year2009

Typearticle

Published2009-06-12

VenueInformation Sciences

ISSN-L0020-0255

Languageen

Citations29

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ins.2009.06.007

openalex_workW2012668626

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