Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
Autore | Cherubini, Umberto |
Pubbl/distr/stampa | [Cham], : Springer, 2016 |
Descrizione fisica | X, 90 p. : ill. ; 24 cm |
Altri autori (Persone) |
Gobbi, Fabio
Mulinacci, Sabrina |
Soggetto topico |
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] |
Soggetto non controllato |
Autoregressive process
Convolution-based process Copula functions Econometrics Interest Rates Long memory time series Markov process Stochastic processes Time Series Analysis |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0114588 |
Cherubini, Umberto | ||
[Cham], : Springer, 2016 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Convolution copula econometrics / Umberto Cherubini, Fabio Gobbi, Sabrina Mulinacci |
Autore | Cherubini, Umberto |
Edizione | [[Cham] : Springer, 2016] |
Pubbl/distr/stampa | X, 90 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Altri autori (Persone) |
Mulinacci, Sabrina
Gobbi, Fabio |
Soggetto topico |
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] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0114588 |
Cherubini, Umberto | ||
X, 90 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors |
Pubbl/distr/stampa | [Cham], : Springer, 2015 |
Descrizione fisica | XV, 113 p. : ill. ; 24 cm |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
Soggetto non controllato |
Copulas
Credit risk Marshall-Olkin Distribution Quantitative Risk Management Tail Dependence |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0113618 |
[Cham], : Springer, 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Marshall-Olkin distributions - Advances in theory and applications : Bologna, Italy, october 2013 / Umberto Cherubini, Fabrizio Durante, Sabrina Mulinacci editors |
Edizione | [[Cham] : Springer, 2015] |
Pubbl/distr/stampa | XV, 113 p., : ill. ; 24 cm |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
91B05 - Risk models (general) [MSC 2020]
60E15 - Inequalities; stochastic orderings [MSC 2020] 60E05 - Probability distributions: general theory [MSC 2020] 91B70 - Stochastic models in economics [MSC 2020] 62P05 - Applications of statistics to actuarial sciences and financial mathematics [MSC 2020] 62H10 - Multivariate distribution of statistics [MSC 2020] |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0113618 |
XV, 113 p., : ill. ; 24 cm | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|