TY  - RPRT
AU  - Allen, David E.
AU  - Ashraf, Mohammad.A.
AU  - McAleer, Michael
AU  - Powell, Robert J.
AU  - Singh, Abhay K.
PY  - 2013
UR  - https://hdl.handle.net/20.500.14352/41450
AB  - This paper features the application of a novel and recently developed method of statistical and mathematical analysis to the assessment of financial risk: namely Regular Vine copulas. Dependence modeling using copulas is a popular tool in financial...
LA  - eng
KW  - Regular Vine Copulas
KW  - Tree structures
KW  - Co-dependence modelling
TI  - Financial Dependence Analysis: Applications of Vine Copulae
TY  - technical report
VL  - 2013
ER  -