Copulae in Mathematical and Quantitative Finance

1. A Convolution-Based Autoregressive Process
Umberto Cherubini, Fabio Gobbi

2. Selection of Vine Copulas
Claudia Czado, Eike Christian Brechmann, Lutz Gruber

3. Copulas in Machine Learning
Gal Elidan

4. An Overview of the Goodness-of-Fit Test Problem for Copulas
Jean-David Fermanian

5. Assessing and Modeling Asymmetry in Bivariate Continuous Data
Christian Genest, Johanna G. Nešlehová

6. Modeling Time-Varying Dependencies Between Positive-Valued High-Frequency Time Series
Nikolaus Hautsch, Ostap Okhrin, Alexander Ristig

7. The Limiting Properties of Copulas Under Univariate Conditioning
Piotr Jaworski

8. Singular Mixture Copulas
Dominic Lauterbach, Dietmar Pfeifer

9. Toward a Copula Theory for Multivariate Regular Variation
Haijun Li

10. CIID Frailty Models and Implied Copulas
Jan-Frederik Mai, Matthias Scherer, Rudi Zagst

11. Copula-Based Models for Multivariate Discrete Response Data
Aristidis K. Nikoloulopoulos

12. Vector Generalized Linear Models: A Gaussian Copula Approach
Peter X.-K. Song, Mingyao Li, Peng Zhang

13. Application of Bernstein Copulas to the Pricing of Multi-Asset Derivatives
Bertrand Tavin

Avainsanat: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance, Quantitative Finance, Probability Theory and Stochastic Processes, Financial Economics