Hierarchical Archimedean Copulas von Jan Górecki | ISBN 9783031563362

Hierarchical Archimedean Copulas

von Jan Górecki und Ostap Okhrin
Mitwirkende
Autor / AutorinJan Górecki
Autor / AutorinOstap Okhrin
Buchcover Hierarchical Archimedean Copulas | Jan Górecki | EAN 9783031563362 | ISBN 3-031-56336-0 | ISBN 978-3-031-56336-2

Hierarchical Archimedean Copulas

von Jan Górecki und Ostap Okhrin
Mitwirkende
Autor / AutorinJan Górecki
Autor / AutorinOstap Okhrin
This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains.