[PDF][PDF] The dependence structure in the finnish stock market: A copula approach

J Pettersson - 2010 - helda.helsinki.fi
Dependence plays a central role in the world of finance and risk management; most well
known models build on dependence. The simplest and the most used measure of …

[PDF][PDF] Dynamic C-vine Copula and its Application

M Zaharieva - 2019 - thesis.eur.nl
We tackled the challenge of modelling dependence amongst high-dimensional time series.
We first studied a type of bivariate stochastic autoregresive copula and used pair-copula …