Cherubini, Umberto
Convolution Copula Econometrics
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
Avainsanat: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance, Probability Theory and Stochastic Processes, Econometrics, Statistical Theory and Methods, Applications of Mathematics
- Tekijä(t)
- Cherubini, Umberto
- Gobbi, Fabio
- Mulinacci, Sabrina
- Julkaisija
- Springer
- Julkaisuvuosi
- 2016
- Kieli
- en
- Painos
- 1
- Sarja
- SpringerBriefs in Statistics
- Sivumäärä
- 10 sivua
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783319480152
- Painetun ISBN
- 978-3-319-48014-5
