Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function.
Filippo DommaSabrina GiordanoPier Francesco PerriPublished in: Commun. Stat. Simul. Comput. (2009)
Keyphrases
- statistical modeling
- financial data
- statistical models
- stock market
- dependence structure
- financial crisis
- bankruptcy prediction
- financial information
- stock price
- stock exchange
- credit card
- financial time series
- portfolio management
- stock trading
- financial statements
- long term
- nonparametric bayesian
- statistical model
- maximum likelihood
- co occurrence