Dependence modelling using vine copulas: theory and applications

Submitted by makr on February 21, 2020 - 11:20

All lectures are online via Zoom. The lecturer is Prof. Dr. Claudia Czado (https://www.professoren.tum.de/en/czado-claudia/) who also wrote the course book. Info regarding the course is available in the attached course plan. The course will take place in the last week of august (detailed schedule is attached). Any questions contact Kristofer Månsson (kristofer.mansson@ju.se).

 

AttachmentSize
PDF icon RFB vine copula modeling.pdf98.63 KB
PDF icon Copula course info and schedule.pdf136.15 KB
Course Data
Type of schedule: 
Travel friendly schedule
University: 
Jönköping
Level: 
PhD
Credits (ECTS): 
5.00
Offered: 
2020:2