- State-of-the-art in modeling nonlinear dependence among many random v…
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State-of-the-art in modeling nonlinear dependence among many random variables with copulas and application to financial indexes

  1. dependence. copula. vine copulaBacigál, Tomáš, 1980- State-of-the-art in modeling nonlinear dependence among many random variables with copulas and application to financial indexes. -- 2-s2.0-85078941489. -- 10.14313/JAMRIS/3-2019/31. Komorníková, Magda, 1949-. Komorník, Jozef, 1950- In: Journal of Automation, Mobile Robotics & Intelligent Systems. -- ISSN 1897-8649. -- Vol. 13, No. 3 (2019), s. 84-91.
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