Analyzing Dependent Data with Vine Copulas

By Claudia Czado. Lecture Notes in Statistics, 2019

343 citations recorded by the source corpus.

Subfields: Plant Science

View Paper: https://www.semanticscholar.org/paper/40ed38db181aff0882689d939c3c0dc69a33d34b

Citations in the corpus

• Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach (2019, neutral): “For further discussion on pair-copulas, see Bedford and Cooke (2002), Aas et al. (2009) and Czado (2019).”