Dynamic Copula Methods in Finance by Silvia Romagnoli, Fabio Gobbi, Umberto Cherubini, Sabrina Mulinacci (Hardback, 2011)

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The first part of the book will briefly introduce the standard the theory of copula functions, before examining the link between copulas and Markov processes. It will then move on to explore the applications of joint temporal and cross-section aggregation to the problem of risk integration.