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Financial markets dependence modeling using vine copulae - Preliminary work for vine copula modeling in finance
Petitjean, Simon Paul; Schiltz, Jang
2019Workshop on Vine Copulas
 

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Disciplines :
Finance
Author, co-author :
Petitjean, Simon Paul ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF)
Schiltz, Jang ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
External co-authors :
no
Language :
English
Title :
Financial markets dependence modeling using vine copulae - Preliminary work for vine copula modeling in finance
Publication date :
08 July 2019
Event name :
Workshop on Vine Copulas
Event organizer :
Technische Universität München
Event place :
München, Germany
Event date :
July 8-9, 2019
Audience :
International
Focus Area :
Finance
Available on ORBilu :
since 29 August 2019

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