Copula Modeling: An Introduction for Practitioners (Foundations and Trends(R) in Econometrics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Copula Modeling: An Introduction for Practitioners (Foundations and Trends(R) in Econometrics) Book

Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. Copula Modeling demonstrates that practical implementation and estimation is relatively straightforward despite the complexity of its theoretical foundations. An attractive feature of parametrically specific copulas is that estimation and inference are based on standard maximum likelihood procedures. Thus, copulas can be estimated using desktop econometric software. This offers a substantial advantage of copulas over recently proposed simulation-based approaches to joint modeling. Copulas are useful in a variety of modeling situations including financial markets, actuarial science, and microeconometrics modeling. 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 propertiesRead More

from£58.00 | RRP: £58.00
* Excludes Voucher Code Discount Also available Used from £30.29
  • 1601980205
  • 9781601980205
  • Pravin K. Trivedi, David M. Zimmer
  • 24 April 2007
  • now publishers Inc
  • Paperback (Book)
  • 128
As an Amazon Associate we earn from qualifying purchases. If you click through any of the links below and make a purchase we may earn a small commission (at no extra cost to you). Click here to learn more.

Would you like your name to appear with the review?

We will post your book review within a day or so as long as it meets our guidelines and terms and conditions. All reviews submitted become the licensed property of www.find-book.co.uk as written in our terms and conditions. None of your personal details will be passed on to any other third party.

All form fields are required.