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Title:
Skew t-Copula and its Estimation: For Application to Risk Aggregation
Speaker:
Toshinao Yoshiba
Link:
http://www.birs.ca/events/2013/5-day-workshops/13w5146/videos/watch/201305231057-Yoshiba.html
Workshop:
Birs- 13w5146: Non-Gaussian Multivariate Statistical Models and their Applications