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Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange Rates

Naoyuki Ishimura, Yasukazu Yoshizawa. Evolution of Copulas in Discrete Processes with Application to a Numerical Modeling of Dependence Relation Between Exchange Rates. In Ivan Dimov, István Faragó, Lubin G. Vulkov, editors, Numerical Analysis and Its Applications - 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers. Volume 10187 of Lecture Notes in Computer Science, pages 359-366, 2016. [doi]

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Naoyuki Ishimura

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Yasukazu Yoshizawa

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