Modeling Dependence in Financial Data with Semiparametric Archimedean Copulas thumbnail
Pause
Mute
Subtitles
Playback speed
0.25
0.5
0.75
1
1.25
1.5
1.75
2
Full screen

Modeling Dependence in Financial Data with Semiparametric Archimedean Copulas

Published on Aug 21, 20098845 Views

Copulas are useful tools for the construction of multivariate models because they allow to link univariate marginals into a joint model with arbitrary dependence structure. While non-parametric copu

Related categories