copula

His breakthrough was an article published that year entitled, "On Default Correlation: A Copula Function Approach. "

First, it introduced Copula function in detail, and pointed out the superiority of its application.

Due to the relevance of the two market revenue, Gumbel Copula function is chosen and it is applied to the risk measure of power market.

Copula as so far has been applied to fields as finance and stochastic process.

The time-varying correlation matrix derived by the Clayton copula captures the correlation of extreme events.

The Copula function can put the marginal distributions together to form a joint distribution.

The Copula theory has advantages applied to the relevant analysis in financial market.

It flexibly applies and expands copula models to catch tail information while fully considering the financial data's fat tail traits.

In the latter kind of model, through introducing state variable into Copula, we build one regime switching Copula model.

The demonstrations indicate that Copula-SV model and time-varying Copula-SV model are feasible and available in finance risk.

Chapter 2 is literature review, with a focus on the research results of Copula theory in the financial field.

The most popular model for pricing Synthetic Collateralized Debt Obligation (SCDO) is One Factor Gaussian Copula model.

The emergence of Copula provides a new tool to the related analysis and multivariable time series analysis.

And in the research on Copula method also rise more convenient on correlation analysis(especially tail correlation).

When mathematicians and physicists want to describe the chances of events occurring, they often rely on a curve called a copula.

Among them, the black Internet bar of periphery of urban and rural copula , country, school will be blow focal point.

Copula paper studied the theory of value at risk in the portfolio of applications.

Then modeled the copula with the neural network, and emulated cupola's actual data by using MATLAB.

And the result turns out that the estimate we give in this article is a good approach to copulas.

Recently, Copula theory has been introduced to the financial field.

The formula in question is the so-called Gaussian copula function.

In the method of selection, the paper used mainly Copula model.

In the paper, it is concerned about the weighted geometric mean of known Copulas.

This paper mainly studies the pricing of credit-linked note with defaultcorrelation based on copula function.

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The Conceptual Foundation of the Copula "Shi" as a Morpheme of Conjunctions

Enterprise Risk Analysis Using Copula and Function Estimation

Copula-based Research on Measurement of Default Correlation

The Structure and Classification of Copula Sentence

Summarization of the Research of Copula

The Copula and Existential Verbs in Qiang

Study on synthetical models for catastrophe based on EVT-Copula method

a measure of dependence between random variables based on copula

On the Syntax of Copula Be