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Copula Modeling

- An Introduction for Practitioners

About Copula Modeling

Explores the copula approach for econometrics modeling of joint parametric distributions and demonstrates that practical implementation and estimation is relatively straightforward despite the complexity of its theoretical foundations.

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  • Language:
  • English
  • ISBN:
  • 9781601980205
  • Binding:
  • Paperback
  • Pages:
  • 128
  • Published:
  • April 23, 2007
  • Dimensions:
  • 156x234x7 mm.
  • Weight:
  • 202 g.
Delivery: 1-2 weeks
Expected delivery: October 17, 2024

Description of Copula Modeling

Explores the copula approach for econometrics modeling of joint parametric distributions and demonstrates that practical implementation and estimation is relatively straightforward despite the complexity of its theoretical foundations.

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