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Cherubini, Umberto

Convolution Copula Econometrics

Cherubini, Umberto - Convolution Copula Econometrics, e-bok

58,65€

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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

Nyckelord: Statistics, Statistics for Business/Economics/Mathematical Finance/Insurance, Probability Theory and Stochastic Processes, Econometrics, Statistical Theory and Methods, Applications of Mathematics

Författare
 
 
Utgivare
Springer
Utgivningsår
2016
Språk
en
Utgåva
1
Serie
SpringerBriefs in Statistics
Kategori
Naturvetenskaper
Format
E-bok
eISBN (PDF)
9783319480152
Tryckt ISBN
978-3-319-48014-5

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