JOURNAL ARTICLE
A class of multivariate copulas based on products of bivariate copulas
Gildas MazoStéphane GirardFlorence Forbes
Year: 2015 Journal: Journal of Multivariate Analysis Vol: 140 Pages: 363-376 Publisher: Elsevier BV
Keywords:
Bivariate analysis Copula (linguistics) Multivariate statistics Bivariate data Joint probability distribution Mathematics Class (philosophy) Dimension (graph theory) Univariate Multivariate normal distribution Multivariate analysis Econometrics Tail dependence Computer science Statistics Artificial intelligence Pure mathematics
Metrics
30
Cited By
2.53
FWCI (Field Weighted Citation Impact)
38
Refs
0.91
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Statistical Distribution Estimation and Applications
Physical Sciences → Mathematics → Statistics and Probability
Monetary Policy and Economic Impact
Social Sciences → Economics, Econometrics and Finance → General Economics, Econometrics and Finance
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