Cherubini, Umberto
Convolution Copula Econometrics
1. The Dynamics of Economic Variables
Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
2. Estimation of Copula Models
Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
3. Copulas and Estimation of Markov Processes
Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
4. Convolution-Based Processes
Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
5. Application to Interest Rates
Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci
Keywords: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance, Probability Theory and Stochastic Processes, Econometrics, Statistical Theory and Methods, Applications of Mathematics
- Author(s)
- Cherubini, Umberto
- Gobbi, Fabio
- Mulinacci, Sabrina
- Publisher
- Springer
- Publication year
- 2016
- Language
- en
- Edition
- 1
- Series
- SpringerBriefs in Statistics
- Page amount
- 10 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319480152
- Printed ISBN
- 978-3-319-48014-5