1Sklar A. Fonctions de repartition a n dimensions et leurs marges[J]. Publication de l'Institut de Statistique de l'Universite de Paris, 1959,8:229-231.
2Nelsen R B .An introduction to copulas[M]. New York: Springer, 1998.
5Sklar A. Fonctions de repartition a n dimensions et leurs marges[J]. Publication de l'Institut de Statistique de l'Universite de Paris, 1959,8:229-231.
二级参考文献13
1[1]Nelsen, R. B (1998), An Introduction to Copulas, Lectures Notes in Statistics, 139,Springer Verlag, New York.
2[2]Embrechts, P., Lindskog, F. And McNeil, A. (2001), Modelling Dependence with Copulas and Applications to Risk Management. Dept. of Math. CH-8092, Zürich, Switzerland.
3[3]Bouyé, E. (2000), Copulas for Finance, A Reading Guide and Some Applications. City University Business School,London.
4茆诗松 王静龙 濮晓龙.高等数理统计[M].北京:高等教育出版社,2003..
5Paul Embrechts, Alexander Mcneil, and Daniel Straumann, Correlations and dependence in risk management:Properties and Pitfalls.
6Roger B. Nelsen, An Introductions to Copula[M].New York:Springer, 1998.
7Dr Jorn Rank, Copulas in Financial Risk Management[M].2000.
8Johnson M E. Multivariate Statistical Simulation (New York)[M].1987.
9Roberto De Matteis (2001): Fitting Copulas to Data, diploma thesis, IMU, Zurich.
