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"Constructing hierarchical Archimedean copulas with Lévy subordinators."

Christian Hering et al. (2010)

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DOI: 10.1016/J.JMVA.2009.10.005

access: open

type: Journal Article

metadata version: 2024-08-04

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  - journals/ma/HeringHMS10
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Christian Hering, Marius Hofert, Jan-Frederik Mai, Matthias Scherer:
Constructing hierarchical Archimedean copulas with Lévy subordinators. J. Multivar. Anal. 101(6): 1428-1433 (2010)

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