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Multidimensional copula models of dependencies between selected international financial market indexes
- copula. tail dependence. vine copulaBacigál, Tomáš, 1980- Multidimensional copula models of dependencies between selected international financial market indexes. -- 000493382100028. -- 2-s2.0-85065421130. -- 10.1007/978-3-030-18058-4_28. Komorníková, Magda, 1949-. Komorník, Jozef, 1950- In: Information Technology, Systems Research, and Computational Physics. -- 1. vyd.. -- [383] s.. -- 978-3-030-18057-7 International Multi-Conference on Computational Science (CS 2018). -- Cham : Springer Nature, 2020. -- Advances in Intelligent Systems and Computing. -- S. 347-360.
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