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Copulae in High Dimensions: An Introduction · Study

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ChapterCopulae in High Dimensions: An Introduction

Ostap Okhrin2017

Chapter2017

Copulae in High Dimensions: An Introduction

Ostap Okhrin · Alexander Ristig · Yafei Xu

22 citations·0/0 files stored·Statisctics and computing/Statistics and computing

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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 1973Rank Correlation Methods 1951Rank Correlation Methods.2007Pair-copula constructions of multiple dependence 2004Copula Methods in Finance 2014Dependence Modeling with Copulas 2007Goodness-of-fit tests for copulas: A review and a power study 2004Insurance: Mathematics and Economics

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2021Copulae: An overview and recent developmentsarticle · 33 shared references 2020gofCopula: Goodness-of-Fit Tests for Copulaearticle · 17 shared references 2014Copulas in Econometricsreview · 14 shared references 2013An Overview of the Goodness-of-Fit Test Problem for Copulaschapter · 14 shared references 2017A Compendium of Copulasarticle · 13 shared references 2016Goodness-of-fit test for specification of semiparametric copula dependence modelsarticle · 13 shared references

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Year2017

Typechapter

Published2017-01-01

VenueStatisctics and computing/Statistics and computing

ISSN-L1431-8784

Languageen

Citations22

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-3-662-54486-0_13

openalex_workW2745176356

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