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Heavy tails and copulas : topics in dependence modelling in economics and finance
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Authors:
Ibragimov, Rustam
---
Prokhorov, Artem
ISBN: 9789814689793 9814689793 Year: 2017 Publisher: Hackensack: World scientific,
ISBN: 9789814689793 9814689793 Year: 2017 Publisher: Hackensack: World scientific,
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Abstract
Keywords
Finance --- Economics --- Econometrics --- Statistical methods --- Econometrics. --- Statistical methods. --- Finance - Statistical methods --- Economics - Statistical methods
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