TY  - BOOK
AU  - Górecki,Jan
AU  - Okhrin,Ostap
ED  - SpringerLink (Online service)
TI  - Hierarchical Archimedean Copulas
T2  - SpringerBriefs in Applied Statistics and Econometrics,
SN  - 9783031563379
AV  - QA276-280 
PY  - 2024///
CY  - Cham
PB  - Springer Nature Switzerland, Imprint: Springer
KW  - Statistics
KW  - Statistics 
KW  - Probabilities
KW  - Computer programs
KW  - Statistical Theory and Methods
KW  - Statistics in Business, Management, Economics, Finance, Insurance
KW  - Probability Theory
KW  - Statistical Software
N1  - Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software
N2  - This book offers a thorough understanding of Hierarchical Archimedean Copulas (HACs) and their practical applications. It covers the basics of copulas, explores the Archimedean family, and delves into the specifics of HACs, including their fundamental properties. The text also addresses sampling algorithms, HAC parameter estimation, and structure, and highlights temporal models with applications in finance and economics. The final chapter introduces R, MATLAB, and Octave toolboxes for copula modeling, enabling students, researchers, data scientists, and practitioners to model complex dependence structures and make well-informed decisions across various domains
UR  - https://doi.org/10.1007/978-3-031-56337-9
ER  -