The Advent of Copulas in Finance
- 16 January 2009
- journal article
- research article
- Published by Taylor & Francis in The European Journal of Finance
- Vol. 15 (7-8) , 609-618
Abstract
The authors provide bibliometric evidence to illustrate the development of copula theory in mathematics, statistics, actuarial science and finance. They identify the main contributors to the field, and the most important areas of application in finance. They also describe some of the remaining methodological challenges.Keywords
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