Maximum likelihood estimation of mixed C-vines with application to exchange rates

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Document type:: Zeitschriftenaufsatz
Author(s):: Czado, Claudia; Schepsmeier, Ulf; Min, Aleksey
Title:: Maximum likelihood estimation of mixed C-vines with application to exchange rates
Journal title:: Statistical Modelling
Year:: 2012
Journal volume:: 12
Journal issue:: 3
Pages contribution:: 229 - 255
Fulltext / DOI:: doi:10.1177/1471082X1101200302
Publisher:: Sage Publications
Print-ISSN:: 1471-082X
E-ISSN:: 1477-0342
Notes:: Dieser Beitrag ist mit Zustimmung des Rechteinhabers aufgrund einer (DFG-geförderten) Allianz- bzw. Nationallizenz frei zugänglich. This publication is with permission of the rights owner freely accessible due to an Alliance licence and a national licence (funded by the DFG, German Research Foundation) respectively.
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