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,
}











