Sökning: "Richard Koivusalo"
Hittade 1 uppsats innehållade orden Richard Koivusalo.
1. Statistical analysis of empirical pairwise copulas for the S&P 500 stocks
Magister-uppsats, KTH/Matematisk statistikSammanfattning : It is of great importance to find an analytical copula that will represent the empirical lower tail dependence. In this study, the pairwise empirical copula are estimated using data of the S&P 500 stocks during the period 2007-2010. LÄS MER
Resultatsidor:
1