E-book
Copula Theory and Its Applications [electronic resource] : Proceedings of the Workshop Held in Warsaw, 25-26 September 2009 / edited by Piotr Jaworski, Fabrizio Durante, Wolfgang Karl Härdle, Tomasz Rychlik.
Record details
- ISBN: 9783642124655
- Physical Description: XVIII, 327p. 50 illus., 25 illus. in color. online resource.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010.
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Electronic resources
| Copula theroy : an introduction / Fabrizio Durante and Carlo Sempi | ||
| Dynamic modeling of dependence in finance via copulae between stochastic processes / Tomasz R. Bielecki, Jacek Jakubowski and Mariusz NiewÄgÅowski | ||
| Copula estimation / Barbara ChoroÅ, Rustam Ibragimov and Elena Permiakova | ||
| Pair-copula constructions of multivariate copulas / Claudia Czado | ||
| Risk aggregation / Paul Embrechts and Giovanni Puccetti | ||
| Extreme-value copulas / Gordon Gudendorf and Johan Segers | ||
| Construction and sampling of nested Archimedean copulas / Marius Hofert | ||
| Tail behaviour of copulas / Piotr Jaworski | ||
| Copulae in reliability theory (order statistics, coherent systems) / Tomasz Rychlik | ||
| Copula-based measures of multivariate association / Friedrich Schmid ... [et al.] | ||
| Semi-copulas and interpretations of coincidences between stochastic dependence and ageing / Fabio Spizzichino | ||
| A copula-based model for spatial and temporal dependence of equity markets / Umberto Cherubini ... [et al.] | ||
| Nonparametric and semiparametric bivariate modeling of petrophysical porosity-permeability dependence from well log data / Arturo Erdely and Martin Diaz-Viera | ||
| Testing under the extended Koziol-Green model / Auguste Gaddah and Roel Braekers | ||
| Parameter estimation and application of the multivariate skew t-copula / Tõnu Kollo and Gaida Pettere | ||
| On analytical similarities of Archimedean and exchangeable Marshall-Olkin copulas / Jan-Frederik Mai and Matthias Schere | ||
| Relationships between Archimedean copulas and Morgenstern utility functions / Jaap Spreeuw. |
