Selecting and estimating regular vine copulae and application to financial returns - Dißmann, J.; Brechmann, E.C.; Czado, C.; Kurowicka, D. (Computational statistics & data analysis, 2013)
Keywords: automation; Commodities; Computer simulation; data collection; Density; economic crises; Estimating; income; Mathematical models; Minimum spanning tree; Model selection; Multivariate copula; Regular vines; Searching; Statistics; Strategy; vines; Regular vines; Model selection; Multivariate copula; Minimum spanning tree