Tamás Szántai
- Hypergraphs in the characterization of regular vine copula structures
2016/04/10 by Edith Kovács, Tamás Szántai, Kovács, Edith +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · #60C05 #62H05 #Bayesian Modeling and Causal Inference #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Rough Sets and Fuzzy Logic
- On the connection between cherry-tree copulas and truncated R-vine\n copulas
2016/04/12 by Edith Kovács, Tamás Szántai, Kovács, Edith +1 · 1 citation
Economics, Econometrics and Finance · #60C05 #62H05 #FOS: Computer and information sciences #Financial Risk and Volatility Modeling #Methodology (stat.ME)