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Analyzing Dependent Data with Vine Copulas · Study

BookAnalyzing Dependent Data with Vine Copulas

Claudia Czado2019

Book2019

Analyzing Dependent Data with Vine Copulas

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Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Statistical Methods and Inference

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2021Vine Copula Based Modeling 2021Copula-based reliability and sensitivity analysis of aging dams: Adaptive Kriging and polynomial chaos Kriging methods 2019Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach 2023Modeling and pricing cyber insurance 2023ESG, risk, and (tail) dependence 2022Stationary vine copula models for multivariate time series 2021Reliability-oriented sensitivity analysis in presence of data-driven epistemic uncertainty 2022Dependence structure across equity sectors: Evidence from vine copulas

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Year2019

Typebook

Published2019-01-01

VenueLecture notes in statistics

ISSN-L0930-0325

Languageen

Citations315

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-3-030-13785-4

openalex_workW3000376115

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