Dynamic Copula Methods in Finance (The Wiley Finance Series) book
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Dynamic Copula Methods in Finance (The Wiley Finance Series) by Umberto Cherubini, Sabrina Mulinacci, Fabio Gobbi, Silvia Romagnoli
Dynamic Copula Methods in Finance (The Wiley Finance Series) Umberto Cherubini, Sabrina Mulinacci, Fabio Gobbi, Silvia Romagnoli ebook
Format: pdf
ISBN: 0470683074, 9781119954538
Publisher: Wiley
Page: 286
Download Dynamic Copula Methods in Finance (The Wiley Finance Series). We empirically validate relative accuracy of the information coupling measure using a set of synthetic data examples and showcase practical utility of using the measure when analysing multivariate financial time series. Dynamic Copula Methods in Finance (Wiley Finance) by Umberto. Copula Methods in Finance (The Wiley Finance Series): Umberto. Dynamic copula methods in finance. Use of copula functions to represent the dynamics of financial assets and risk factors, Series Title: Wiley finance series. Copula-based methods suffer from other major limitations as well, namely, the difficulties in accurate estimation of the copula functions, the empirical choice of the type of copulas, and problems in the design and use of time-dependent copulas [9]. Dynamic Copula Methods in Finance. Dynamic Copula Methods in Finance (Book) by Umberto Cherubini, et al. Copula Methods in Finance is the first book to address the mathematics of copula John Wiley & Sons, Oct 22, 2004 - Business & Economics - 310 pages. Dynamic Copula Methods in Finance (The Wiley Finance Series) [Repost].