Introduction: Dependence Modeling

Dorota Kurowicka
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Dorota Kurowicka: Delft University of Technology, Mekelweg 4, 2628 CD Delft, The Netherlands

Chapter 1 in Dependence Modeling:Vine Copula Handbook, 2010, pp 1-17 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionInvestment ExampleVinesGraphical representationVine densityEstimationProperties and applicationsOutlineGlossary and NotationReferences

Keywords: Dependence Modeling; Joint Distributions; Copulae; Vines; Graphical Models; PCC (search for similar items in EconPapers)
Date: 2010
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