Posted by **Nice_smile)** at Feb. 1, 2017

English | 2007 | ISBN: 1601980205 | 128 Pages | PDF | 975.65 KB

Posted by **hill0** at Dec. 5, 2016

English | 7 Dec. 2016 | ISBN: 3319480146 | 102 Pages | PDF | 3.37 MB

This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes.

Posted by **MoneyRich** at Nov. 24, 2014

English | July 24, 2010 | ISBN: 364212464X | 327 pages | PDF | 5 MB

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - "Surveys" contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - "Contributions" collects the extended versions of 6 talks selected from papers presented at the workshop in Warsaw.

Posted by **JohnZulzman** at Sept. 18, 2014

Wiley; 1 edition | ISBN: 0470863447 | 310 pages | PDF | July 2, 2004 | English | 4.61 Mb

Posted by **ChrisRedfield** at Aug. 26, 2014

Published: 2014-02-03 | ISBN: 365804845X | PDF | 95 pages | 5 MB

Posted by **Veslefrikk** at March 29, 2014

John Wiley & Sons | 2004 | ISBN: 0470863447 | Pages: 310 | PDF | 4 MB

Posted by **arundhati** at Feb. 16, 2014

2014 | ISBN-10: 365804845X | 109 pages | PDF | 5,5 MB

Posted by **Specialselection** at Jan. 5, 2012

Springer; 1st Edition | English | 2010-07-23 | ISBN: 364212464X | 341 pages | PDF | 4.8 mb

Posted by **ravuru** at July 10, 2009

Pravin, K. Trivedi, David, M. Zimmer,"Copula Modeling (Foundations and Trends in Econometrics)"

Now Publishers Inc | 2007-04-24 | PDF | Pages: 128 | ISBN: 1601980205 | 2.24mb

Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. Copula Modeling demonstrates that practical implementation and estimation is relatively straightforward despite the complexity of its theoretical foundations. An attractive feature of parametrically specific copulas is that estimation and inference are based on standard maximum likelihood procedures. Thus, copulas can be estimated using desktop econometric software. This offers a substantial advantage of copulas over recently proposed simulation-based approaches to joint modeling. Copulas are useful in a variety of modeling situations including financial markets, actuarial science, and microeconometrics modeling. Copula Modeling provides practitioners and scholars with a useful guide to copula modeling with a focus on estimation and misspecification. The authors cover important theoretical foundations. Throughout, the authors use Monte Carlo experiments and simulations to demonstrate copula properties

Posted by **nebulae** at July 21, 2015

English | ISBN: 1439884420 | 2015 | 332 pages | PDF | 19 MB