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"Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial ..."

Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse (2014)

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DOI: 10.1007/978-3-319-03395-2_18

access: closed

type: Conference or Workshop Paper

metadata version: 2018-08-15

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  dblp key:
  - conf/tes2/SriboonchittaLW14
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  - https://dblp.org/rec/conf/tes2/SriboonchittaLW14
Songsak Sriboonchitta, Jianxu Liu, Aree Wiboonpongse:
Vine Copula-Cross Entropy Evaluation of Dependence Structure and Financial Risk in Agricultural Commodity Index Returns. TES 2014: 275-287

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