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Tamás Szántai

  1. 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
  2. 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)