Copula Models
In this session we discuss copula models.
This is a high level introduction - the focus will be on applying this to financial data.
This session, as well as the practical, is completely optional - it will not be graded in the practical exam.
For attribution, please cite this work as
Katzke (2024, Oct. 10). Financial Econometrics Course: Copula Modeling. Retrieved from https://www.fmx.nfkatzke.com/posts/2020-08-17-theory6/
BibTeX citation
@misc{katzke2024copula,
author = {Katzke, N.F.},
title = {Financial Econometrics Course: Copula Modeling},
url = {https://www.fmx.nfkatzke.com/posts/2020-08-17-theory6/},
year = {2024}
}