La Vanguardia

Principles Of Copula Theory

Principles of Copula Theory explores the state of the art on copulas and provides you with the foundation to use copulas in a variety of applications. Throughout the book, historical remarks and ...
Nature

Copulas And Their Applications In Probability Theory

Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...
JSTOR Daily

Nominative-to-Genitive Shift and the Negative Copula nie ma: Implications for Checking Theory and for the Nature of the EPP in Polish

This is a preview. Log in through your library . Abstract This paper deals with the issue of the Genitive of Negation (GN) showing up on apparent subjects in certain constructions with the negative ...
Risk

Operational risk quantification using extreme value theory and copulas: from theory to practice

In this paper we perform an empirical study pointing out several pitfalls of the standard methodologies for quantifying operational losses. Firstly, we use extreme value theory to model real ...
Risk

Modeling extreme returns and asymmetric dependence structures of hedge fund strategies using extreme value theory and copula theory

We use extreme value theory and copula theory to model multivariate daily return distributions of hedge fund strategy indexes. Multivariate outliers in time series of hedge fund strategies are ...