Real Data Empirical Applications

Enrico Bernardi () and Silvia Romagnoli ()
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Enrico Bernardi: University of Bologna, Department of Statistical Sciences “Paolo Fortunati”
Silvia Romagnoli: University of Bologna, Department of Statistical Sciences “Paolo Fortunati”

Chapter Chapter 6 in Counting Statistics for Dependent Random Events, 2021, pp 165-193 from Springer

Abstract: Abstract The goal of this chapter is to display a number of empirical applications of some of the new aggregation techniques discussed in the book. We give details of several examples, from risk management to portfolio selection, where market data are used to properly calibrate the dependence structure and to identify the more suitable approach to the problem at hand.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-64250-1_6

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DOI: 10.1007/978-3-030-64250-1_6

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