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https://www.arxiv.org/abs/1911.00702
[1911.00702] Bayesian inference for dynamic vine copulas in higher dimensions
Abstract page for arXiv paper 1911.00702: Bayesian inference for dynamic vine copulas in higher dimensions
bayesian inferencevine copulasdynamichigher
https://www.econstor.eu/handle/10419/147450
EconStor: Statistical arbitrage with vine copulas
EconStor is a publication server for scholarly economic literature, provided as a non-commercial public service by the ZBW.
statistical arbitragevine copulaseconstor