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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

English

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Dependence Modeling and Portfolio Risk Estimation Using GARCH-Copula Approach

Sains Malaysiana

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Studying the Correlation of Stocks via Copula Function

Journal of Theoretical and Applied Economics

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Realistic Statistical Modelling of Financial Data

International Statistical Review

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Bivariate Nonlinear Diffusion Degradation Process Modeling via Copula and McMc

Mathematical Problems in Engineering

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Impact of Data Length on the Uncertainty of Hydrological Copula Modeling

Journal of Hydrologic Engineering - ASCE

Environmental Science

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Multivariate Statistical Modelling of Compound Events via Pair-Copula Constructions: Analysis of Floods in Ravenna (Italy)

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A Copula-Based Non-Parametric Measure of Regression Dependence

Scandinavian Journal of Statistics

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Modeling and Querying Temporal Data

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Modeling and Querying Temporal Data

English