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Hierarchical Archimedean Copulas

Produktform: E-Buch Text Elektronisches Buch in proprietärem

This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Elektronisches Format: PDF

Sprache(n): Englisch

ISBN: 978-3-031-56337-9 / 978-3031563379 / 9783031563379

Verlag: Springer International Publishing

Erscheinungsdatum: 15.05.2024

Seiten: 120

Autor(en): Jan Gorecki, Ostap Okhrin

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