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    • Conditional Dependence Modellingwith Regular Vine Copulas 

      Omari, Cyprian; Mwita, Peter; Waititu, Anthony (Journal of Statistical and Econometric Methods, 2019)
      Modelling sophisticated high-dimensional dependence structures forfinancial assets in a portfolio framework require flexible dependencemodels. In this paper, a regular vine-copula based model is employed toanalyze financial ...