Dependence Modeling (Oct 2015)

Multivariate Markov Families of Copulas

Overbeck Ludger,
Schmidt Wolfgang M.

Affiliations

Overbeck Ludger: Justus-Liebig Universität Gießen, Institut of Mathematics, 35392 Gießen
Schmidt Wolfgang M.: Frankfurt School of Finance and Management, Sonnemannstr. 9-11, 60314 Frankfurt am Main

DOI: https://doi.org/10.1515/demo-2015-0011
Journal volume & issue: Vol. 3, no. 1

Abstract

No abstracts available.

Published in Dependence Modeling

ISSN: 2300-2298 (Online)
Publisher: De Gruyter
Country of publisher: Poland
LCC subjects: Science: Science (General); Science: Mathematics
Website: https://www.degruyter.com/journal/key/demo/html

About the journal