Lecture

Copulas: Dependence Structures and Simulation

Description

This lecture explores the concept of copulas, starting with the Gaussian copula and its implications for dependence structures. It covers implicit and explicit copulas, meta distributions, simulation techniques, and properties of copula densities. The lecture also delves into rank correlations, tail dependence coefficients, and Laplace-Stieltjes transforms in the context of copulas.

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