couplas

  1. Nicole Seaman

    P1.T2.504. Copulas (Hull)

    Learning outcomes: Define copula, describe the key properties of copula and copula correlation. Explain one tail dependence. Describe Gaussian copula, Student t-copula, multivariate copula and one factor copula. Questions: 504.1. In regard to copulas, each of the following is true EXCEPT which...
Top