"Constructing copulas using corrected Hermite polynomial expansion for ..."

Kenichiro Shiraya, Tomohisa Yamakami (2024)

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DOI: 10.1016/J.EJOR.2023.11.033

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type: Journal Article

metadata version: 2024-10-06

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Kenichiro Shiraya, Tomohisa Yamakami:
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility. Eur. J. Oper. Res. 314(3): 1195-1214 (2024)

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