Christian Bumann
- Model selection in sparse high-dimensional vine copula models with\n application to portfolio risk
2018/01/29 by Thomas Nagler, Nagler, Thomas, Christian Bumann +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · Social Sciences · #Computation (stat.CO) #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Methodology (stat.ME) #Statistical Methods and Inference