Topics in Dependence Modelling

Topics in Dependence Modelling

Heavy Tails and Copulas in Economics and Finance

by Rustam Ibragimov
3/5

This book offers a unified approach to the study of crises, large fluctuations, dependence and contagion effects in economics and finance.

It covers important topics in statistical modeling and estimation, which combine the notions of copulas and heavy ta.

First published
2016
Publishers
World Scientific Publishing Co Pte Ltd
Language
English

Books

Similar books