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Dependence Modeling: Vine Copula Handbook, Hardback Book

Dependence Modeling: Vine Copula Handbook Hardback

Edited by Dorota (Delft Univ Of Tech, The Netherlands) Kurowicka, Harry (Univ Of British Columbia, Canada) Joe

Hardback

Available to Order - This title is available to order, with delivery expected within 2 weeks

Description

This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology.

Research and applications in vines have been growing rapidly and there is now a growing need to collate basic results, and standardize terminology and methods.

Specifically, this handbook will (1) trace historical developments, standardizing notation and terminology, (2) summarize results on bivariate copulae, (3) summarize results for regular vines, and (4) give an overview of its applications.

In addition, many of these results are new and not readily available in any existing journals.

New research directions are also discussed.

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£130.00

Available to Order - This title is available to order, with delivery expected within 2 weeks
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