Copulas for high dimensions : models, estimation, inference, and applications
Year of publication: |
2014
|
---|---|
Authors: | Oh, Dong Hwan |
Publisher: |
[Durham, NC] |
Subject: | Multivariate Verteilung | Multivariate distribution | Modellierung | Scientific modelling | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory |
Description of contents: | Table of Contents [gbv.de] |
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Essays on partial identification in econometrics and finance
Galichon, Alfred, (2007)
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Least squares model averaging by prediction criterion
Xie, Tian, (2012)
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Estimating Correlated Valuations for Data-Driven Bundle Pricing with Copula Inference
Letham, Benjamin, (2015)
- More ...
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Dobrev, Dobrislav, (2017)
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Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads
Oh, Dong Hwan, (2013)
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Simulated Method of Moments Estimation for Copula-Based Multivariate Models
Oh, Dong Hwan, (2013)
- More ...