Información del autor
Autor Ashraf, Mohammad.A. |
Documentos disponibles escritos por este autor (1)
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texto impreso
Allen, David E. ; Ashraf, Mohammad.A. ; McAleer, Michael ; Powell, Robert J. ; Singh, Abhay K. | 2013-01This paper features the application of a novel and recently developed method of statistical and mathematical analysis to the assessment of financial risk: namely Regular Vine copulas. Dependence modeling using copulas is a popular tool in financ[...]