£46.99
covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of high-dimensional data. Vine copula models are constructed from a sequence of bivariate copulas. The book develops generalizations of vine copula models, including common and structured facto
Analyzing Dependent Data with Vine Copulas
Introduction to Bayesian Estimation and Copula Models of Dependence
Elements of Copula Modeling with R
Copulae and Multivariate Probability Distributions in Finance
Simulating Copulas: Stochastic Models, Sampling Algorithms, And Applications (Second Edition)
Lectures on Dependency
Heavy Tails And Copulas: Topics In Dependence Modelling In Economics And Finance
Direction Dependence in Statistical Modeling
Counting Statistics for Dependent Random Events
Hierarchical Archimedean Copulas
Copula-Based Markov Models for Time Series
Dynamic Copula Methods in Finance