TY  - RPRT
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Singh, Abhay K.
PY  - 2014
UR  - https://hdl.handle.net/20.500.14352/41566
AB  - This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a popular...
LA  - eng
KW  - Regular Vine Copulas
KW  - Tree structures
KW  - Co-dependence modelling
KW  - European stock markets.
TI  - Risk Measurement and risk modelling using applications of Vine Copulas
TY  - technical report
VL  - 2014
ER  -