Essays about: "richard koivusalo"
Found 1 essay containing the words richard koivusalo.
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1. Statistical analysis of empirical pairwise copulas for the S&P 500 stocks
University essay from KTH/Matematisk statistikAbstract : It is of great importance to find an analytical copula that will represent the empirical lower tail dependence. In this study, the pairwise empirical copula are estimated using data of the S&P 500 stocks during the period 2007-2010. READ MORE
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