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R Code to Analyzing Dependent Data with Vine Copulas
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Arbeitsgruppe Mathematische Statistik
Professur für Angewandte Mathematische Statistik (Prof. Czado)
R Code to Analyzing Dependent Data with Vine Copulas
chapter10.pdf
If you experience problems opening the document, please try this link.
Title:
R-code for Chapter 10: Case study: Dependence among German DAX stocks
Author(s):
Claudia Czado
Year:
2019
URL:
https://www.springer.com/gp/book/9783030137847
Language:
de
BibTeX
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mediaTUM Gesamtbestand
Einrichtungen
Schools
TUM School of Computation, Information and Technology
Departments
Mathematics
Arbeitsgruppe Mathematische Statistik
Professur für Angewandte Mathematische Statistik (Prof. Czado)
R Code to Analyzing Dependent Data with Vine Copulas