Modeling Dependence in High Dimensions With Factor Copulas

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Oh, DH; Patton, AJ

Published Date

  • January 2, 2017

Published In

Volume / Issue

  • 35 / 1

Start / End Page

  • 139 - 154

Electronic International Standard Serial Number (EISSN)

  • 1537-2707

International Standard Serial Number (ISSN)

  • 0735-0015

Digital Object Identifier (DOI)

  • 10.1080/07350015.2015.1062384