Sumários

4 Novembro 2022, 14:00 • Alexandra Bugalho de Moura

4.5. Archimedean copulas

4.6. Elliptical copulas

4.7. Extreme value copulas

2 Novembro 2022, 09:00 • Alexandra Bugalho de Moura

4.3. Measures of dependency: Spearman's rho

4.4. Tail dependence

4.5. Archimedean copulas

28 Outubro 2022, 14:00 • Alexandra Bugalho de Moura

Survival copula

4.3. Measures of dependency

Concordance measures

Kendall's tau

26 Outubro 2022, 09:00 • Alexandra Bugalho de Moura

4. INTRODUCTION TO COPULAS

4.1. Introduction

4.2. Skalar’s theorem and copulas

21 Outubro 2022, 14:00 • Alexandra Bugalho de Moura

3.3. Extreme value distributions: distribution of the maximum; stability of the maximum of the

extreme value distribution; generalised Pareto distribution.