LIBROS DEL AUTOR: jiabao ma

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  • Higher-dimensional copula models and their application
    Jiabao Ma
    Modelling multivariate dependence structures has proven to be an important aspect in the field of finance. The reality of financial markets shows clear evidence that asset returns exhibit non-normal dependence. Since copula functions have been applied to the solution of these non-normal distributed problems, they find wide-ranging application in the fields of risk manage...
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