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Dependence Modeling

EDITED BOOK published 2010

Editors: Dorota Kurowicka | Harry Joe

https://doi.org/10.1142/9789814299886 Actions

Dependence Modeling

EDITED BOOK published December 2010

Authors: Dorota Kurowicka | Harry Joe

https://doi.org/10.1142/7699 Actions

BACK MATTER

OTHER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka | Harry Joe

https://doi.org/10.1142/9789814299886_bmatter Actions

FRONT MATTER

OTHER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka | Harry Joe

https://doi.org/10.1142/9789814299886_fmatter Actions

Introduction: Dependence Modeling

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka

https://doi.org/10.1142/9789814299886_0001 Actions

Regular Vines: Generation Algorithm and Number of Equivalence Classes

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Harry Joe | Roger M. Cooke | Dorota Kurowicka

https://doi.org/10.1142/9789814299886_0010 Actions

Optimal Truncation of Vines

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka

https://doi.org/10.1142/9789814299886_0011 Actions

Summary and Future Directions

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka

https://doi.org/10.1142/9789814299886_0017 Actions

Tail Dependence in Vine Copulae

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Harry Joe

https://doi.org/10.1142/9789814299886_0008 Actions

Dependence Comparisons of Vine Copulae with Four or More Variables

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Harry Joe

https://doi.org/10.1142/9789814299886_0007 Actions

Vines Arise

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Roger M. Cooke | Harry Joe | Kjersti Aas

https://doi.org/10.1142/9789814299886_0003 Actions

Micro Correlations and Tail Dependence

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Roger M. Cooke | Carolyn Kousky | Harry Joe

https://doi.org/10.1142/9789814299886_0005 Actions

Modeling Dependence Between Financial Returns Using Pair-Copula Constructions

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Kjersti Aas | Daniel Berg

https://doi.org/10.1142/9789814299886_0015 Actions

Dynamic D-Vine Model

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Andréas Heinen | Alfonso Valdesogo

https://doi.org/10.1142/9789814299886_0016 Actions

Multivariate Copulae

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Matthias Fischer

https://doi.org/10.1142/9789814299886_0002 Actions

Counting Vines

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: O. Morales-Nápoles

https://doi.org/10.1142/9789814299886_0009 Actions

Non-Parametric Bayesian Belief Nets versus Vines

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Anca Hanea

https://doi.org/10.1142/9789814299886_0014 Actions

The Copula Information Criterion and Its Implications for the Maximum Pseudo-Likelihood Estimator

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Steffen Grønneberg

https://doi.org/10.1142/9789814299886_0006 Actions

Bayesian Inference for D-Vines: Estimation and Model Selection

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Claudia Czado | Aleksey Min

https://doi.org/10.1142/9789814299886_0012 Actions

Sampling Count Variables with Specified Pearson Correlation: A Comparison Between a Naive and a C-Vine Sampling Approach

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Vinzenz Erhardt | Claudia Czado

https://doi.org/10.1142/9789814299886_0004 Actions
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