Dependence Modeling
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Published By WORLD SCIENTIFIC

9789814299879, 9789814299886
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

FRONT MATTER

2010 ◽  
pp. i-viii
Author(s):  
Dorota Kurowicka ◽  
Harry Joe

Dynamic D-Vine Model

2010 ◽  
pp. 329-353
Author(s):  
Andréas Heinen ◽  
Alfonso Valdesogo

Multivariate Copulae

2010 ◽  
pp. 19-36 ◽  
Author(s):  
Matthias Fischer

Micro Correlations and Tail Dependence

2010 ◽  
pp. 89-112
Author(s):  
Roger M. Cooke ◽  
Carolyn Kousky ◽  
Harry Joe
Keyword(s):  
Tail Dependence

Vines Arise

2010 ◽  
pp. 37-71 ◽  
Author(s):  
Roger M. Cooke ◽  
Harry Joe ◽  
Kjersti Aas
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