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Cherubini, Umberto

Convolution Copula Econometrics

Cherubini, Umberto - Convolution Copula Econometrics, ebook

58,65€

Ebook, PDF with Adobe DRM
ISBN: 9783319480152
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Table of contents

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)
 
 
Publisher
Springer
Publication year
2016
Language
en
Edition
1
Series
SpringerBriefs in Statistics
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319480152
Printed ISBN
978-3-319-48014-5

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