BOOK-CHAPTER
Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series
Year: 2013 Advances in intelligent systems and computing Pages: 17-22 Publisher: Springer Nature
Keywords:
Copula (linguistics) Tail dependence Econometrics Extreme value theory Joint probability distribution Series (stratigraphy) Financial market Statistical physics Economics Computer science Mathematics Statistics Finance Physics Multivariate statistics Geology
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Citation History
Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Complex Systems and Time Series Analysis
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Market Dynamics and Volatility
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
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