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Conditional Dependence Modelling with Regular Vine Copulas

Omari, Cyprian Ondieki; Mwita, Peter Nyamuhanga; Waititu, Antony Gichuhi (Journal of Statistical and Econometric Methods, 2019-01-01)

Now showing items 1-1 of 1

Author
- Mwita, Peter Nyamuhanga (1)
- Omari, Cyprian Ondieki (1)
- Waititu, Antony Gichuhi (1)
Subject
- Copula; regular vines; C-Vine, D-Vine; currency exchange rates; tail dependence; pair-copula constructions. (1)
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Date Issued
- 2019 (1)
Has File(s)
- Yes (1)