Archimedean-Copula-Based Models in Financial Risk Management

By Qing Xu

Copula is used to model multivariate data, as it accounts for the dependence structure and provides a flexible representation of the multivariate distribution. Recently a large number of Archimedean... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838302931
• ISBN13: 9783838302935
• Release Date: June 2009
• Publisher: Lap Lambert Academic Publishing GmbH & Company KG
• Length: 152 Pages
• Weight: 0.52 lbs.
• Dimensions: 0.3" x 6.0" x 9.0"