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Parameter Estimation and Application of the Multivariate Skew t-Copula · Study

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ChapterParameter Estimation and Application of the Multivariate Skew t-Copula

Tõnu Kollo2010

Chapter2010

Parameter Estimation and Application of the Multivariate Skew t-Copula

Tõnu Kollo · Gaida Pettere

25 citations·0/0 files stored·Lecture notes in statistics

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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 2004Copula Methods in Finance 1993Statistical Inference Procedures for Bivariate Archimedean Copulas 2007The t Copula and Related Copulas 2010Copula Estimation

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2013Nonparametric Identification of Copula Structures

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Year2010

Typechapter

Published2010-01-01

VenueLecture notes in statistics

ISSN-L0930-0325

Languageen

Citations25

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-3-642-12465-5_15

openalex_workW43529558

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