"Vine constructions of Lévy copulas."

Oliver Grothe, Stephan Nicklas (2013)

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DOI: 10.1016/J.JMVA.2013.04.002

access: open

type: Journal Article

metadata version: 2021-02-17

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Oliver Grothe, Stephan Nicklas:
Vine constructions of Lévy copulas. J. Multivar. Anal. 119: 1-15 (2013)

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