请问有研究多变量的Coupla的吗？有相关资料的希望上传啊！学习中。

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

请问有研究多变量的Coupla的吗？有相关资料的希望上传啊！学习中。

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏1 回帖

关键词：COUPLA Coup 相关资料 PLA 多变量 研究 学习 资料 多变量 COUPLA

Coupla目前在看这方面的论文 呵呵

copula20篇论文.zip (9.66 MB) 本附件包括：

• Beyond Correlation--Extreme Co-movements Between Financial Assets (2002).pdf
• Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models.pdf
• Copula Structure Analysis Based on Robust and - Extreme Dependence Measures.pdf
• Copulae and Their Uses (2002).pdf
• Copulas and Credit Models (2001).pdf
• Correlation And Dependence In Risk Management--Properties And Pitfalls (1999).pdf
• Correlation--Pitfalls and Alternatives (1999).pdf
• CreditProductsModeling.ppt
• Estimation Of Copula Models For Time Series Of Possibly Different Lengths (2001).pdf
• Estimation Procedures for a Semiparametric Family of Bivariate Copulas.pdf
• Financial Risk and Heavy Tails (2002).pdf
• How to Build Aggregation Operators from Data (2003).pdf
• Modelling dependence for credit derivatives with copulas (2001).pdf
• Modelling Dependence with Copulas and Applications to Risk Management (2001).pdf
• Modelling Dependent Defaults (2001).pdf
• Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.pdf
• On Default Correlation--A Copula Function Approach (2000).pdf
• Pair-copula constructions of multiple dependence.pdf
• Strong Approximation of Copulas.pdf
• Using Copulae to bound the Value-at-Risk for functions of dependent risks (2001).pdf
• Using Copulae to bound the Value-at-Risk.pdf

2009-10-20 00:22:07 上传