State-of-the-art in Modeling Nonlinear Dependence Among Many Random Variables with Copulas and Application to Financial Indexes

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DOI:

https://doi.org/10.14313/JAMRIS/3-2019/31

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Published

18.07.2019

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ISSUE 3/2019

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Articles

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Authors retain copyright. Authors grant the journal a non-exclusive right to publish the article. Articles are published under the CC BY-NC-ND 4.0 licence.

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Bacigál, T., Komorníková, M., & Komorník, J. (2019). State-of-the-art in Modeling Nonlinear Dependence Among Many Random Variables with Copulas and Application to Financial Indexes. Journal of Automation, Mobile Robotics and Intelligent Systems, 13(3), 84-91. https://doi.org/10.14313/JAMRIS/3-2019/31