Wei Wei, Xuhui Fan, Jinyan Li, Longbing Cao
Model the complex dependence structures of financial variables by using canonical vine
CIKM, 2012.
@inproceedings{CIKM-2012-WeiFLC, author = "Wei Wei and Xuhui Fan and Jinyan Li and Longbing Cao", booktitle = "{Proceedings of the 21st ACM International Conference on Information and Knowledge Management}", doi = "10.1145/2396761.2398443", isbn = "978-1-4503-1156-4", pages = "1382--1391", publisher = "{ACM}", title = "{Model the complex dependence structures of financial variables by using canonical vine}", year = 2012, }