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  1. 1

    Introduction to Bayesian estimation and copula models of dependence by Shemyakin, Arkady., author

    Published 2017
    Book

    Introduction to Bayesian estimation and copula models of dependence
  2. 2

    An introduction to copulas by Nelsen, Roger B.

    Published 2006
    Book

    An introduction to copulas
  3. 3

    An introduction to copulas by Nelsen, Roger B.

    Published 1999
    Book

    An introduction to copulas
  4. 4

    Asymmetric dependence in the Philippine exchange rate markets a copula approach by Pragacha, Romeo Jay Curayag

    Thesis

    Asymmetric dependence in the Philippine exchange rate markets a copula approach
  5. 5

    A Measure of value-at-risk (VaR) for fat-tailed distributed Philippine stock index and Philippine portfolios with selected international stock indices an Extreme Value Theory (EVT)... by Quismorio, Brenda A.

    Thesis

    A Measure of value-at-risk (VaR) for fat-tailed distributed Philippine stock index and Philippine portfolios with selected international stock indices an Extreme Value Theory (EVT) - Copula approach

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