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Multivariate Modeling with Copulas and Engineering Applications · Study

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ChapterMultivariate Modeling with Copulas and Engineering Applications

Jun Yan2023

Chapter2023

Multivariate Modeling with Copulas and Engineering Applications

18 citations·0/0 files stored·Springer handbooks

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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 2002Correlation and Dependence in Risk Management: Properties and Pitfalls 1998Understanding Relationships Using Copulas 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions 2003Modelling Dependence with Copulas and Applications to Risk Management 2007The t Copula and Related Copulas 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals

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2006Multivariate Modeling with Copulas and Engineering Applicationschapter · 14 shared references 2007Enjoy the Joy of Copulas: With a Packagecopulaarticle · 9 shared references 2008Goodness-of-fit tests for parametric families of Archimedean copulasarticle · 9 shared references 2007Copula Modeling: An Introduction for Practitionersarticle · 8 shared references 2021Calibrating and Simulating Copula Functions in Financial Applicationsarticle · 8 shared references 2005Bayesian copula selectionarticle · 7 shared references

Details

Year2023

Typechapter

Published2023-01-01

VenueSpringer handbooks

ISSN-L2522-8692

Languageen

Citations18

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-1-4471-7503-2_46

openalex_workW4366545230

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