Copula Modeling
An Introduction for Practitioners
Series: Foundations and Trends? in Econometrics; 1;
- Publisher's listprice GBP 80.00
-
38 220 Ft (36 400 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 8% (cc. 3 058 Ft off)
- Discounted price 35 162 Ft (33 488 Ft + 5% VAT)
Subcribe now and take benefit of a favourable price.
Subscribe
38 220 Ft
Availability
Uncertain availability. Please turn to our customer service.
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Publisher Now Publishers
- Date of Publication 23 April 2007
- Number of Volumes Paperback
- ISBN 9781601980205
- Binding Paperback
- No. of pages128 pages
- Size 234x156x7 mm
- Weight 191 g
- Language English 0
Categories
Short description:
Explores the copula approach for econometrics modeling of joint parametric distributions and demonstrates that practical implementation and estimation is relatively straightforward despite the complexity of its theoretical foundations.
MoreLong description:
Explores the copula approach for econometrics modeling of joint parametric distributions and 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 properties.
Copula Modeling: An Introduction for Practitioners
38 220 HUF
35 162 HUF
How the Body Shapes the Way We Think ? A New View of Intelligence
18 154 HUF
16 339 HUF
