Copulae: on the crossroads of mathematics and economics. Abstracts from the workshop held April 12--18, 2015
DOI10.4171/OWR/2015/20zbMATH Open1380.00051OpenAlexW2400944279MaRDI QIDQ1697992FDOQ1697992
Authors:
Publication date: 21 February 2018
Published in: Oberwolfach Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4171/owr/2015/20
Recommendations
- Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10--11, 2012
- Copulas: A Review and Recent Developments
- Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
- Copulas: concepts and novel applications
- A review of copula models for economic time series
- Convolution copula econometrics
- An introduction to copulas. Properties and applications
- Copulas, Characterization, Correlation, and Counterexamples
- Copula fields and their applications
- Heavy tails and copulas. Topics in dependence modelling in economics and finance
Probability distributions: general theory (60E05) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Credit risk (91G40) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Collections of abstracts of lectures (00B05)
Cited In (2)
This page was built for publication: Copulae: on the crossroads of mathematics and economics. Abstracts from the workshop held April 12--18, 2015
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1697992)