Résultat(s) 1 - 5 résultats de 5 pour la requête '"Copulas (Mathematical statistics)."', Temps de recherche: 0,02s Affiner les résultats
  1. 1

    Introduction to Bayesian estimation and copula models of dependence par Shemyakin, Arkady., author

    Publié 2017
    Livre

    Introduction to Bayesian estimation and copula models of dependence
  2. 2

    An introduction to copulas par Nelsen, Roger B.

    Publié 2006
    Livre

    An introduction to copulas
  3. 3

    An introduction to copulas par Nelsen, Roger B.

    Publié 1999
    Livre

    An introduction to copulas
  4. 4

    A Measure of value-at-risk (VaR) for fat-tailed distributed Philippine stock index and Philippine portfolios with selected international stock indices an Extreme Value Theory (EVT)... par Quismorio, Brenda A.

    Thèse

    A Measure of value-at-risk (VaR) for fat-tailed distributed Philippine stock index and Philippine portfolios with selected international stock indices an Extreme Value Theory (EVT) - Copula approach
  5. 5

    Asymmetric dependence in the Philippine exchange rate markets a copula approach par Pragacha, Romeo Jay Curayag

    Thèse

    Asymmetric dependence in the Philippine exchange rate markets a copula approach

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