Need good Reference Material and Reading about Gaussian Copulas
Hello Neil, you will find decent and well-written papers on: http://www.math.ethz.ch/~embrecht/ http://www.ma.hw.ac.uk/~mcneil/ http://www.math.uni-leipzig.de/~tschmidt/#publications Best, Bernhard ps: Incidentally, the monograph http://press.princeton.edu/titles/8056.html contains nice illustrations too. See packages QRMlib, Copula (JSS: Enjoy the Joy of Copulas: With a Package copula, Vol. 21, Issue 4, Oct 2007), mlCopulaSelection, sbgcop and fCopulae on CRAN for implementations of copulae.
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Von: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org] Im Auftrag von
ngottlieb at marinercapital.com
Gesendet: Mittwoch, 12. Dezember 2007 16:25
An: R-help at r-project.org
Betreff: [R] Need good Reference Material and Reading about
Gaussian Copulas
Can anyone advise me on some pratical papers or books
On Gaussian Copulas? Anything in the genre of Copulas Dummies
Would be a help.
As simpe, and approachable with minimal pedantic style.
Thanks,
Neil
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