Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series) ダウンロード

Isbn 10: 1498768652

Isbn 13: 978-1498768658

ダウンロード Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series) epub 本

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本の説明

This book will cover statistical inference for copula and tail copula models with applications in finance, insurance and risk management. After giving a quick introduction to copula and tail copula models, it will focus on various up-to-date statistical inference procedures, including point and interval estimation and goodness-of- t tests, for both copulas and tail copulas based on either independent data or dependent data. A chapter on applications in nance, insurance and risk management will be provided with R code.

著者 :Liang Peng Zhengjun Zhang
Isbn 10 :1498768652
Isbn 13 :978-1498768658
によって公開 :2023/12/31
出版社 :Chapman and Hall/CRC
言語 :英語
寸法と寸法 Statistical Inference for Copula and Tail Copula Models with Applications to Finance and Insurance (Chapman and Hall/CRC Financial Mathematics Series):15.57 x 23.5 cm