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Estimation of Copula Models

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Convolution Copula Econometrics

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Abstract

In this chapter, we introduce copula functions and their main properties. For a more detailed study, we refer the interested reader to Joe (Multivariate models and dependence concepts, 1997), Nelsen (Introduction to copulas, 2006), and Durante and Sempi (Principles of copula theory, 2015).

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Author information

Authors and Affiliations

  1. University of Bologna, Bologna, Italy

    Umberto Cherubini, Fabio Gobbi & Sabrina Mulinacci

Authors
  1. Umberto Cherubini
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  2. Fabio Gobbi
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  3. Sabrina Mulinacci
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Corresponding author

Correspondence to Umberto Cherubini .

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Cherubini, U., Gobbi, F., Mulinacci, S. (2016). Estimation of Copula Models. In: Convolution Copula Econometrics. SpringerBriefs in Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-48015-2_2

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