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＜E-Book＞
Hierarchical Archimedean Copulas / by Jan Górecki, Ostap Okhrin
(SpringerBriefs in Applied Statistics and Econometrics. ISSN:25244124)

Edition	1st ed. 2024.
Publisher	Cham : Springer Nature Switzerland : Imprint: Springer
Year	2024
Language	English
Size	XII, 120 p. 28 illus., 7 illus. in color : online resource
Authors	*Górecki, Jan author Okhrin, Ostap author SpringerLink (Online service)
Subjects	LCSH:Statistics  LCSH:Probabilities LCSH:Statistics -- Computer programs  All Subject Search FREE:Statistical Theory and Methods FREE:Statistics in Business, Management, Economics, Finance, Insurance FREE:Probability Theory FREE:Statistical Software
Notes	Preface -- 1 Copulas -- 2 Archimedean Copulas -- 3 Construction -- 4 Properties -- 5 Sampling -- 6 Estimation -- 7 Temporal Models and their Applications -- 8 Software 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 HTTP:URL=https://doi.org/10.1007/978-3-031-56337-9

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