Exploring the copula approach for the analysis of financial durations
Year of publication: |
2008
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Authors: | De Luca, Giovanni ; Rivieccio, Giorgia ; Zuccolotto, Paola |
Published in: |
Mathematical and statistical methods in insurance and finance : [MAF2006 Conference, organized at the University of Salerno ; at the Campus of Fisciano]. - Milan [u.a.] : Springer, ISBN 88-470-0703-8. - 2008, p. 99-106
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Subject: | Finanzmathematik | Mathematical finance | Statistische Bestandsanalyse | Duration analysis | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Italien | Italy |
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