{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,6,28]],"date-time":"2022-06-28T05:29:35Z","timestamp":1656394175540},"reference-count":16,"publisher":"World Scientific Pub Co Pte Lt","issue":"Suppl. 1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Int. J. Unc. Fuzz. Knowl. Based Syst."],"published-print":{"date-parts":[[2015,12]]},"abstract":"<jats:p> One of the most empirically successful tools for studying dependence between different quantities in econometrics is the tool of vine copulas. In this paper, we explain this empirical success by showing that the most widely used vine copulas are, in effect, the results of using the general fuzzy methodology. To be more precise, vine copulas correspond to a natural extension of the traditional fuzzy methodology, when we allow several different \u201cand\u201d-operations (t-norms), and some of these t-norms can be nonassociative. <\/jats:p>","DOI":"10.1142\/s0218488515400103","type":"journal-article","created":{"date-parts":[[2016,1,8]],"date-time":"2016-01-08T04:42:53Z","timestamp":1452228173000},"page":"133-142","source":"Crossref","is-referenced-by-count":3,"title":["Why are Vine Copulas so Successful in Econometrics?"],"prefix":"10.1142","volume":"23","author":[{"given":"Songsak","family":"Sriboonchitta","sequence":"first","affiliation":[{"name":"Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Olga","family":"Kosheleva","sequence":"additional","affiliation":[{"name":"University of Texas at El Paso, El Paso, Texas 79968, USA"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Hung T.","family":"Nguyen","sequence":"additional","affiliation":[{"name":"Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand"},{"name":"Department of Mathematical Sciences, New Mexico State University, Las Cruces, New Mexico 88003, USA"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"219","published-online":{"date-parts":[[2016,1,8]]},"reference":[{"key":"p_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2007.02.001"},{"key":"p_3","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1031689016"},{"key":"p_4","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"p_7","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1993.tb05128.x"},{"key":"p_8","first-page":"93","author":"Czado C.","year":"2010","journal-title":"Heidelberg"},{"key":"p_9","doi-asserted-by":"publisher","DOI":"10.1002\/int.4550040405"},{"key":"p_13","doi-asserted-by":"publisher","DOI":"10.1006\/jmva.1996.0032"},{"key":"p_14","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2009.08.002"},{"key":"p_16","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-003-0272-4"},{"key":"p_19","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2006.07.016"},{"key":"p_20","doi-asserted-by":"publisher","DOI":"10.1080\/07474938.2011.608042"},{"key":"p_23","doi-asserted-by":"publisher","DOI":"10.1016\/j.csda.2010.07.016"},{"key":"p_24","first-page":"229","volume":"8","author":"Sklar A.","year":"1959","journal-title":"Publ. Inst. Statist. Univ. Paris"},{"key":"p_26","doi-asserted-by":"publisher","DOI":"10.1016\/S0888-613X(01)00065-2"},{"key":"p_27","doi-asserted-by":"publisher","DOI":"10.1016\/S0019-9958(65)90241-X"},{"key":"p_28","doi-asserted-by":"publisher","DOI":"10.1016\/0165-0114(80)90062-7"}],"container-title":["International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.worldscientific.com\/doi\/pdf\/10.1142\/S0218488515400103","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,6]],"date-time":"2019-08-06T17:14:15Z","timestamp":1565111655000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.worldscientific.com\/doi\/abs\/10.1142\/S0218488515400103"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,12]]},"references-count":16,"journal-issue":{"issue":"Suppl. 1","published-online":{"date-parts":[[2016,1,8]]},"published-print":{"date-parts":[[2015,12]]}},"alternative-id":["10.1142\/S0218488515400103"],"URL":"https:\/\/doi.org\/10.1142\/s0218488515400103","relation":{},"ISSN":["0218-4885","1793-6411"],"issn-type":[{"value":"0218-4885","type":"print"},{"value":"1793-6411","type":"electronic"}],"subject":[],"published":{"date-parts":[[2015,12]]}}}