Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series

Fabrizio Durante. Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series. In Humberto Bustince, Javier Fernandez 0002, Radko Mesiar, Tomasa Calvo, editors, Aggregation Functions in Theory and in Practise - Proceedings of the 7th International Summer School on Aggregation Operators at the Public University of Navarra, AGOP 2013, Pamplona, Spain, July 16-20, 2013. Volume 228 of Advances in Intelligent Systems and Computing, pages 17-22, Springer, 2013. [doi]

Abstract

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