Risk measurement and risk modelling using applications of Vine copulas

David E. Allen*, Michael McAleer, Abhay K. Singh

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

21 Citations (Scopus)
59 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Risk measurement and risk modelling using applications of Vine copulas'. Together they form a unique fingerprint.

Earth & Environmental Sciences

Social Sciences

Engineering & Materials Science