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9781601980205

Copula Modeling: An Introduction for Practitioners

Copula Modeling: An Introduction for Practitioners
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  • ISBN-13: 9781601980205
  • ISBN: 1601980205
  • Publication Date: 2007
  • Publisher: Now Publishers

AUTHOR

Trivedi, Pravin K., Zimmer, David M.

SUMMARY

"Copula Modeling provides practitioners and scholars with a useful guide to copula modeling with a focus on estimation and misspecification. The authors cover important theoretical foundations. Throughout, the authors use Monte Carlo experiments and simulations to demonstrate copula properties."--BOOK JACKET.Trivedi, Pravin K. is the author of 'Copula Modeling: An Introduction for Practitioners', published 2007 under ISBN 9781601980205 and ISBN 1601980205.

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