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ArticleBivariate return periods via 2-Copulas

Gianfausto Salvadori2004

Article2004

Bivariate return periods via 2-Copulas

Gianfausto Salvadori

131 citations·0/0 files stored·Statistical Methodology

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Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Probability and Risk Models

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References

1999An Introduction to Copulas 2000Extreme Value Distributions: Theory and Applications 2001Statistical Analysis of Extreme Values: with Applications to Insurance, Finance, Hydrology and Other Fields 1997Probability, Statistics, and Reliability for Civil and Environmental Engineers

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2009On the construction of multivariate extreme value models via copulas 2012Multivariate Extreme Value Methods 2020Evaluating the efficacy of bivariate extreme modelling approaches for multi-hazard scenarios

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Year2004

Typearticle

Published2004-12-01

VenueStatistical Methodology

ISSN-L1572-3127

Languageen

Citations131

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.stamet.2004.07.002

openalex_workW2030651002

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