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Copula Modeling - An Introduction for Practitioners (Paperback) Loot Price: R2,025
Discovery Miles 20 250
Copula Modeling - An Introduction for Practitioners (Paperback): Pravin K. Trivedi, David M. Zimmer

Copula Modeling - An Introduction for Practitioners (Paperback)

Pravin K. Trivedi, David M. Zimmer

Series: Foundations and Trends (R) in Econometrics

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Loot Price R2,025 Discovery Miles 20 250 | Repayment Terms: R190 pm x 12*

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Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. Copula Modeling 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

General

Imprint: Now Publishers Inc
Country of origin: United States
Series: Foundations and Trends (R) in Econometrics
Release date: April 2007
First published: 2007
Authors: Pravin K. Trivedi • David M. Zimmer
Dimensions: 234 x 156 x 7mm (L x W x T)
Format: Paperback
Pages: 128
ISBN-13: 978-1-60198-020-5
Categories: Books > Business & Economics > Economics > Econometrics > General
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
LSN: 1-60198-020-5
Barcode: 9781601980205

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