1.

Record Nr.

UNICAMPANIAVAN0114588

Autore

Cherubini, Umberto

Titolo

Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci

Pubbl/distr/stampa

[Cham], : Springer, 2016

Titolo uniforme

Convolution copula econometrics

Descrizione fisica

X, 90 p. : ill. ; 24 cm

Altri autori (Persone)

Gobbi, Fabio

Mulinacci, Sabrina

Soggetti

62-XX - Statistics [MSC 2020]

62M05 - Markov processes: estimation; hidden Markov models [MSC 2020]

62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]

91-XX - Game theory, economics, finance, and other social and behavioral sciences [MSC 2020]

62P20 - Applications of statistics to economics [MSC 2020]

62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020]

91B84 - Economic time series analysis [MSC 2020]

62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia