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Explore the concept of risk through numerous examples and their statistical modeling, traveling from a historical perspective all the way to an up-to-date technical analysis. Written with a wide readership in mind, this book begins with accounts of a selection of major...
This book introduces the main theoretical findings related to copulas and shows how statistical modeling of multivariate continuous distributions using copulas can be carried out in the R statistical environment with the package copula (among others). Copulas are...
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