Abstract
Brendan K. Beare of the University of California, San Diego reviews “Convolution Copula Econometrics,” by Umberto Cherubini, Fabio Gobbi, and Sabrina Mulinacci. The Econlit abstract of this book begins: “Gathers the main concepts of copula function theory and applies them to the analysis of time series, addressing the relationship between copula functions and Markov processes. Discusses the dynamics of economic variables; the estimation of copula models; copulas and estimation of Markov processes; convolution-based processes; and application to interest rates. Cherubini, Gobbi, and Mulinacci are at the University of Bologna. ”
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
