关于copula理论的一些文献

时间:2017-02-04 10:51:30
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文件名称:关于copula理论的一些文献

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更新时间:2017-02-04 10:51:30

copula

关于copula理论的一些文献,主要是论文


【文件预览】:
On Default Correlation--A Copula Function Approach (2000).pdf
Pair-copula constructions of multiple dependence.pdf
Strong Approximation of Copulas.pdf
Modelling Dependent Defaults (2001).pdf
Modelling dependence for credit derivatives with copulas (2001).pdf
Copulas and Credit Models (2001).pdf
Estimation Of Copula Models For Time Series Of Possibly Different Lengths (2001).pdf
Copulae and Their Uses (2002).pdf
How to Build Aggregation Operators from Data (2003).pdf
Using Copulae to bound the Value-at-Risk for functions of dependent risks (2001).pdf
Correlation--Pitfalls and Alternatives (1999).pdf
Beyond Correlation--Extreme Co-movements Between Financial Assets (2002).pdf
Using Copulae to bound the Value-at-Risk.pdf
Copula Structure Analysis Based on Robust and - Extreme Dependence Measures.pdf
Modelling Dependence with Copulas and Applications to Risk Management (2001).pdf
CreditProductsModeling.ppt
Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models.pdf
Correlation And Dependence In Risk Management--Properties And Pitfalls (1999).pdf
Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.pdf
Financial Risk and Heavy Tails (2002).pdf
Estimation Procedures for a Semiparametric Family of Bivariate Copulas.pdf

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