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

Tomás Bacigál, Magdaléna Komorníková, Jozef Komorník. State-of-the-art in Modeling Nonlinear Dependence Among Many Random Variables with Copulas and Application to Financial Indexes. JAMRIS, 13(3):84-91, 2019. [doi]

Abstract

Abstract is missing.