✦ LIBER ✦

Hierarchies of Archimedean copulas

✍ Scribed by Savu, Cornelia; Trede, Mark

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Sampling nested Archimedean copulas

✍ McNeil, Alexander J. 📂 Article 📅 2008 🏛 Taylor and Francis Group 🌐 English ⚖ 753 KB

Densities of nested Archimedean copulas

✍ Hofert, Marius; Pham, David 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 483 KB

Simulating from Exchangeable Archimedean

✍ Wu, Florence; Valdez, Emiliano; Sherris, Michael 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 409 KB

Modeling defaults with nested Archimedea

✍ Marius Hofert 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 German ⚖ 409 KB

Modelling sample selection using Archime

✍ Murray D. Smith 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 482 KB

Estimating Archimedean Copulas in High D

✍ CHRISTIAN HERING; ULRICH STADTMÜLLER 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 566 KB