Dependence Modeling with Copulas covers the substantial advances that have taken place in the field during the last 15 years, including vine copula modeling of

This book is a collaborative effort from three workshops held over the last three years, all involving principal contributors to the vine-copula methodology. Re

This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas

This textbook provides a step-by-step introduction to the class of vine copulas, their statistical inference and applications. It focuses on statistical estimat

Copula Modeling explores the copula approach for econometrics modeling of joint parametric distributions. Copula Modeling demonstrates that practical implementa