Verkäufer
Majestic Books, Hounslow, Vereinigtes Königreich
Verkäuferbewertung 4 von 5 Sternen
AbeBooks-Verkäufer seit 19. Januar 2007
Print on Demand pp. 128 Illus. Bestandsnummer des Verkäufers 4290376
Explores the copula approach for econometrics modeling of joint parametric distributions and 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.
Titel: Copula Modeling
Verlag: Now Publishers
Erscheinungsdatum: 2007
Einband: Softcover
Zustand: New
Anbieter: Hay-on-Wye Booksellers, Hay-on-Wye, HEREF, Vereinigtes Königreich
Zustand: Very Good. UNUSED - Some outer edges have minor scuffs. Cover has light scratches. Book content is in new unread condition. Bestandsnummer des Verkäufers 104021-4
Anzahl: 1 verfügbar
Anbieter: BennettBooksLtd, Los Angeles, CA, USA
paperback. Zustand: New. In shrink wrap. Looks like an interesting title! Bestandsnummer des Verkäufers Q-1601980205
Anzahl: 1 verfügbar