Modeling Dependence with D-Vine Copulas: An Empirical Analysis of the Electronic Industry in Taiwan
碩士 === 國立屏東商業技術學院 === 財務金融系(所) === 102 === Based on Abberger (2005), in this dissertation we highlight the power of graphical display known as a Chi-plots to help us understand the asymmetric tail dependence between pairs of variables. Furthermore, by building on the work of Aas et al. (2009), we us...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9hy698 |