Copula and Vine Modeling for Finance
| dc.contributor.author | Dalla Valle, Luciana | |
| dc.contributor.editor | Balakrishnan N | |
| dc.contributor.editor | Brandimarte P | |
| dc.contributor.editor | Everitt B | |
| dc.contributor.editor | Molenberghs G | |
| dc.contributor.editor | Piegorsch W | |
| dc.contributor.editor | Ruggeri F | |
| dc.date.accessioned | 2017-05-05T11:49:18Z | |
| dc.date.available | 2017-05-05T11:49:18Z | |
| dc.date.issued | 2017-12-15 | |
| dc.identifier.uri | http://hdl.handle.net/10026.1/9193 | |
| dc.description.abstract |
This article gives an introduction to copulas, pair copula constructions, and vines and presents some examples of their applications to financial problems. | |
| dc.format.extent | 1-5 | |
| dc.language.iso | en | |
| dc.publisher | Wiley | |
| dc.relation.ispartof | Wiley StatsRef: Statistics Reference Online | |
| dc.title | Copula and Vine Modeling for Finance | |
| dc.type | chapter | |
| plymouth.publication-status | Published online | |
| dc.identifier.doi | 10.1002/9781118445112.stat08013 | |
| plymouth.organisational-group | /Plymouth | |
| plymouth.organisational-group | /Plymouth/Faculty of Science and Engineering | |
| plymouth.organisational-group | /Plymouth/Faculty of Science and Engineering/School of Engineering, Computing and Mathematics | |
| plymouth.organisational-group | /Plymouth/REF 2021 Researchers by UoA | |
| plymouth.organisational-group | /Plymouth/REF 2021 Researchers by UoA/EXTENDED UoA 10 - Mathematical Sciences | |
| plymouth.organisational-group | /Plymouth/REF 2021 Researchers by UoA/UoA10 Mathematical Sciences | |
| plymouth.organisational-group | /Plymouth/Users by role | |
| plymouth.organisational-group | /Plymouth/Users by role/Academics | |
| dc.rights.embargoperiod | Not known | |
| rioxxterms.versionofrecord | 10.1002/9781118445112.stat08013 | |
| rioxxterms.licenseref.uri | http://www.rioxx.net/licenses/all-rights-reserved | |
| rioxxterms.type | Book chapter |
