Fitting bivariate cumulative returns with copulas.

Werner Hürlimann

Published in: Comput. Stat. Data Anal. (2004)

Keyphrases

fitting method
model fitting
dow jones
information systems
database systems
parameter estimation
handling uncertainty
surface fitting
aggregation functions
marginal distributions
hough transform
real time
least squares
evolutionary algorithm
artificial neural networks
expert systems
decision trees
neural network