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Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach.

Henryk GurgulArtur Machno
Published in: Central Eur. J. Oper. Res. (2016)
Keyphrases
  • dependence structure
  • marginal distributions
  • markov networks
  • image segmentation
  • subband
  • random variables
  • joint distribution
  • higher order statistics