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Hierarchical Archimedean Copulas 1st edition Jan Górecki Ostap Okhrin

  • SKU: BELL-57213724
Hierarchical Archimedean Copulas 1st edition Jan Górecki Ostap Okhrin
$ 31.00 $ 45.00 (-31%)

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Hierarchical Archimedean Copulas 1st edition Jan Górecki Ostap Okhrin instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 5.04 MB
Pages: 132
Author: Jan Górecki, Ostap Okhrin
ISBN: 9783031563362, 3031563360
Language: English
Year: 2024
Edition: 1

Product desciption

Hierarchical Archimedean Copulas 1st edition Jan Górecki Ostap Okhrin by Jan Górecki, Ostap Okhrin 9783031563362, 3031563360 instant download after payment.

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.

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