A comprehensive review on the development of copulas in financial field
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F23%3AICQMRDWI" target="_blank" >RIV/00216208:11320/23:ICQMRDWI - isvavai.cz</a>
Result on the web
<a href="https://content.iospress.com/articles/journal-of-intelligent-and-fuzzy-systems/ifs223481" target="_blank" >https://content.iospress.com/articles/journal-of-intelligent-and-fuzzy-systems/ifs223481</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3233/JIFS-223481" target="_blank" >10.3233/JIFS-223481</a>
Alternative languages
Result language
angličtina
Original language name
A comprehensive review on the development of copulas in financial field
Original language description
"e Copula concept has long been used in many applications, especially in the financial field. This concept was first used in 1959 by Sklar in his mathematical work and greatly assisted in the applications of financial and insurance areas. The copula functions have been widely used in dependence modeling. In this study, we look at how the copula began to develop from a basic form to a more advanced form through studies that previous researchers have made. Throughout this study, we find various types of the copula, and each exhibits its own characteristics lying under two main families, Elliptical and Archimedean copulas. Our findings suggest that copula is vital in solving problems in statistical dependence measures and joint marginal distribution functions. This comprehensive study served as a review paper on the development of copulas from their initial existence to their latest evolution."
Czech name
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Czech description
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Classification
Type
J<sub>ost</sub> - Miscellaneous article in a specialist periodical
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
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Continuities
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Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
"Journal of Intelligent & Fuzzy Systems"
ISSN
1064-1246
e-ISSN
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Volume of the periodical
45
Issue of the periodical within the volume
4
Country of publishing house
US - UNITED STATES
Number of pages
16
Pages from-to
6047-6062
UT code for WoS article
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EID of the result in the Scopus database
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