Showing 1 - 10 of 42
Persistent link: https://www.econbiz.de/10003635782
Persistent link: https://www.econbiz.de/10003697373
Persistent link: https://www.econbiz.de/10003525357
Persistent link: https://www.econbiz.de/10003800400
Persistent link: https://www.econbiz.de/10003733142
Persistent link: https://www.econbiz.de/10003368426
Persistent link: https://www.econbiz.de/10001693102
In this paper we provide a review of copula theory with applications to finance. We illustrate the idea on the bivariate framework and discuss the simple, elliptical and Archimedean classes of copulae. Since the copulae model the dependency structure between random variables, next we explain the...
Persistent link: https://www.econbiz.de/10003727552
Persistent link: https://www.econbiz.de/10003763558
Persistent link: https://www.econbiz.de/10003810037