My introduction to copulas-Reference-Cited by-同舟云学术

My introduction to copulas

Published:2017-01-26 Issue:1 Volume:5 Page:88-98
ISSN:2300-2298
Container-title:Dependence Modeling
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Author:

Durante Fabrizio¹,Puccetti Giovanni²,Scherer Matthias³,Vanduffel Steven⁴

Affiliation:

1. 1Dipartimento di Scienze dell’Economia, Università del Salento, Lecce, Italy

2. 2Dipartimento di Economia, Management e Metodi Quantitativi, Università di Milano, Italy

3. 3Lehrstuhl für Finanzmathematik, Technische Universität München, Germany

4. 4Faculteit Economische en Sociale Wetenschappen, Vrije Universiteit Brussel, Brussel, Belgium

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

https://www.degruyter.com/document/doi/10.1515/demo-2017-0006/pdf

Reference33 articles.

1. Masstabinvariante Korrelationsmasse für diskontinuierliche Verteilungen Wirtschafts und Sozialforschung translation as Scale - invariant correlation for discontinuous disributions in;Hoeffding;Arch Math English,1941

2. Functions Triangular Norms Copulas World Scientific;Alsina,2006

3. Shuffles of min;Mikusinski,1992

4. compatibilità delle funzioni di ripartizione doppia Rend Mat;Dall Aglio;Appl,1959

5. les tableaux de corrélation dont les marges sont données cas de l espace à trois dimensions;Féron;Sur Inst Statist Univ,1956

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