GENERAL NOTIONS OF STOCHASTIC PROCESSES

18 Outubro 2024, 08:00 • Alexandra Bugalho de Moura

5.1. Some definitions.

5.2. Specification of a stochastic process.

5.3. Classification of a stochastic process.

6. DISCRETE TIME MARKOV CHAINS

6.1. Definitions.

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INTRODUCTION TO COPULAS

16 Outubro 2024, 10:30 • Alexandra Bugalho de Moura

4.5. Archimedean copulas

4.6. Elliptical copulas

4.7. Extreme value copulas

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INTRODUCTION TO COPULAS

11 Outubro 2024, 08:00 • Alexandra Bugalho de Moura

4.4. Tail dependence

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INTRODUCTION TO COPULAS

9 Outubro 2024, 10:30 • Alexandra Bugalho de Moura

4.3. Measures of dependency

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INTRODUCTION TO COPULAS

4 Outubro 2024, 08:00 • Alexandra Bugalho de Moura

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