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Publications by Pier Francesco Perri
Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function
Communications in Statistics Part B: Simulation and Computation
Modeling
Statistics
Probability
Simulation
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Dependence Modeling and Portfolio Risk Estimation Using GARCH-Copula Approach
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Multidisciplinary
Studying the Correlation of Stocks via Copula Function
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Uncertainty
Statistics
Probability
Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and McMc
Mathematical Problems in Engineering
Mathematics
Engineering
Impact of Data Length on the Uncertainty of Hydrological Copula Modeling
Journal of Hydrologic Engineering - ASCE
Environmental Science
Civil
Structural Engineering
Environmental Chemistry
Water Science
Technology
Multivariate Statistical Modelling of Compound Events via Pair-Copula Constructions: Analysis of Floods in Ravenna (Italy)
Hydrology and Earth System Sciences
Earth
Water Science
Planetary Sciences
Technology
A Copula-Based Non-Parametric Measure of Regression Dependence
Scandinavian Journal of Statistics
Uncertainty
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Probability
Modeling and Querying Temporal Data
Modeling and Querying Temporal Data