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Copula Theory and Its Applications

BOOK published 2010 in Lecture Notes in Statistics

Editors: Piotr Jaworski | Fabrizio Durante | Wolfgang Karl Härdle | Tomasz Rychlik

https://doi.org/10.1007/978-3-642-12465-5 Actions

Copula Theory: An Introduction

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Fabrizio Durante | Carlo Sempi

https://doi.org/10.1007/978-3-642-12465-5_1 Actions

Copulae in Reliability Theory (Order Statistics, Coherent Systems)

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Tomasz Rychlik

https://doi.org/10.1007/978-3-642-12465-5_9 Actions

Tail Behaviour of Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Piotr Jaworski

https://doi.org/10.1007/978-3-642-12465-5_8 Actions

Copula Estimation

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Barbara Choroś | Rustam Ibragimov | Elena Permiakova

https://doi.org/10.1007/978-3-642-12465-5_3 Actions

Pair-Copula Constructions of Multivariate Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Claudia Czado

https://doi.org/10.1007/978-3-642-12465-5_4 Actions

Parameter Estimation and Application of the Multivariate Skew t-Copula

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Tõnu Kollo | Gaida Pettere

https://doi.org/10.1007/978-3-642-12465-5_15 Actions

Copula-Based Measures of Multivariate Association

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Friedrich Schmid | Rafael Schmidt | Thomas Blumentritt | Sandra Gaißer | Martin Ruppert

https://doi.org/10.1007/978-3-642-12465-5_10 Actions

A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Umberto Cherubini | Fabio Gobbi | Sabrina Mulinacci | Silvia Romagnoli

https://doi.org/10.1007/978-3-642-12465-5_12 Actions

Risk Aggregation

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Paul Embrechts | Giovanni Puccetti

https://doi.org/10.1007/978-3-642-12465-5_5 Actions

Extreme-Value Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Gordon Gudendorf | Johan Segers

https://doi.org/10.1007/978-3-642-12465-5_6 Actions

Construction and Sampling of Nested Archimedean Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Marius Hofert

https://doi.org/10.1007/978-3-642-12465-5_7 Actions

Relationships Between Archimedean Copulas and Morgenstern Utility Functions

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Jaap Spreeuw

https://doi.org/10.1007/978-3-642-12465-5_17 Actions

Testing Under the Extended Koziol-Green Model

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Auguste Gaddah | Roel Braekers

https://doi.org/10.1007/978-3-642-12465-5_14 Actions

Copulae in Mathematical and Quantitative Finance

BOOK published 2013 in Lecture Notes in Statistics

Editors: Piotr Jaworski | Fabrizio Durante | Wolfgang Karl Härdle

https://doi.org/10.1007/978-3-642-35407-6 Actions

Semi-copulas and Interpretations of Coincidences Between Stochastic Dependence and Ageing

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Fabio Spizzichino

https://doi.org/10.1007/978-3-642-12465-5_11 Actions

On Analytical Similarities of Archimedean and Exchangeable Marshall-Olkin Copulas

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Jan-Frederik Mai | Matthias Scherer

https://doi.org/10.1007/978-3-642-12465-5_16 Actions

Nonparametric and Semiparametric Bivariate Modeling of Petrophysical Porosity-Permeability Dependence from Well Log Data

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Arturo Erdely | Martin Diaz-Viera

https://doi.org/10.1007/978-3-642-12465-5_13 Actions

Dynamic Modeling of Dependence in Finance via Copulae Between Stochastic Processes

BOOK CHAPTER published 2010 in Copula Theory and Its Applications

Authors: Tomasz R. Bielecki | Jacek Jakubowski | Mariusz Niewęgłowski

https://doi.org/10.1007/978-3-642-12465-5_2 Actions

The generalized anscombe condition and its applications in random limit theorems

BOOK CHAPTER published 1980 in Lecture Notes in Mathematics

Authors: E. Rychlik | Z. Rychlik

https://doi.org/10.1007/bfb0097409 Actions
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