Copula functions and a application
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Abstract (EN)
The copulas used to model dependence between variables.Copulas was first used by Sklar in 1959. With copulas modelling dependence structure, especially in the financial risk assessments and actuarial analysis are widely used. In recent years, increasing research of statistical proporties of copulas and especially applications in the various fields of ecoonomy are becoming increasingly common.In this the export rates between the dollar and the euro during 1996-2011 are explained by the dependency structure of the copula functions.
Author
Atilla Bingöl
How to Cite
Atilla Bingöl (Master Thesis). Copula functions and a application, 2012, Fırat University.
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