Higher-dimensional copula models and their application

By Jiabao Ma

Modelling multivariate dependence structures has proven to be an important aspect in the field of finance. The reality of financial markets shows clear evidence that asset returns exhibit non-normal... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639307062
• ISBN13: 9783639307061
• Release Date: November 2010
• Publisher: VDM Verlag
• Length: 196 Pages
• Weight: 0.65 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"