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ArticleCopula-based multivariate input modeling

Bahar Biller2012

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Articlegreen2012

Copula-based multivariate input modeling

Bahar Biller · Canan G. Corlu

37 citations·0/0 files stored·Surveys in Operations Research and Management Science

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Simulation Techniques and Applications Financial Risk and Volatility Modeling Probability and Risk Models

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References

1983Simulation Modeling and Analysis.1999An Introduction to Copulas 1999Simulation modeling and analysis 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2007Pair-copula constructions of multiple dependence 2004Copula Methods in Finance 2002Correlation and Dependence in Risk Management: Properties and Pitfalls 2002International Asset Allocation With Regime Shifts

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Year2012

Typearticle

Published2012-05-16

VenueSurveys in Operations Research and Management Science

ISSN-L1876-7354

Languageen

Citations37

Files0 public / 0

ShelfSimulation Techniques and Applications

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doi10.1016/j.sorms.2012.04.001

openalex_workW2033921979

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