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关于copula理论的一些文献
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ppt:1个
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2014-01-15
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关于copula理论的一些文献,主要是论文
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copula.rar (21个子文件)
On Default Correlation--A Copula Function Approach (2000).pdf 120KB
Pair-copula constructions of multiple dependence.pdf 1.17MB
Strong Approximation of Copulas.pdf 189KB
Modelling Dependent Defaults (2001).pdf 497KB
Modelling dependence for credit derivatives with copulas (2001).pdf 2.87MB
Copulas and Credit Models (2001).pdf 200KB
Estimation Of Copula Models For Time Series Of Possibly Different Lengths (2001).pdf 590KB
Copulae and Their Uses (2002).pdf 118KB
How to Build Aggregation Operators from Data (2003).pdf 140KB
Using Copulae to bound the Value-at-Risk for functions of dependent risks (2001).pdf 324KB
Correlation--Pitfalls and Alternatives (1999).pdf 243KB
Beyond Correlation--Extreme Co-movements Between Financial Assets (2002).pdf 692KB
Using Copulae to bound the Value-at-Risk.pdf 202KB
Copula Structure Analysis Based on Robust and - Extreme Dependence Measures.pdf 471KB
Modelling Dependence with Copulas and Applications to Risk Management (2001).pdf 414KB
CreditProductsModeling.ppt 1.59MB
Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models.pdf 112KB
Correlation And Dependence In Risk Management--Properties And Pitfalls (1999).pdf 366KB
Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.pdf 2.17MB
Financial Risk and Heavy Tails (2002).pdf 1MB
Estimation Procedures for a Semiparametric Family of Bivariate Copulas.pdf 365KB
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