Non parametric contributions to the study of Copula symmetries

dc.contributor.advisor	Billio, Monica	it_IT
dc.contributor.author	Frattarolo, Lorenzo <1981>	it_IT
dc.date.accessioned	2014-10-10	it_IT
dc.date.accessioned	2014-12-20T09:18:09Z
dc.date.available	2014-12-20T09:18:09Z
dc.date.issued	2014-12-03	it_IT
dc.identifier.uri	http://hdl.handle.net/10579/5587
dc.description.abstract	We contribute to the design of a new generation of non parametric descriptive statistics that are able to enlighten some characteristics of the dependence structure of a system of random variables, in order to act as a guidance for parametric, statistical and economic modeling.Three are the main ingredients, used to understand dependence: copula functions, symmetries and empirical processes.	it_IT
dc.language.iso	en	it_IT
dc.publisher	Università Ca' Foscari Venezia	it_IT
dc.rights	© Lorenzo Frattarolo, 2014	it_IT
dc.title	Non parametric contributions to the study of Copula symmetries	it_IT
dc.title.alternative		it_IT
dc.type	Doctoral Thesis	it_IT
dc.degree.name	Economia	it_IT
dc.degree.level	Dottorato di ricerca	it_IT
dc.degree.grantor	Scuola superiore di Economia	it_IT
dc.description.academicyear	2012/2013, sessione proroghe annuali	it_IT
dc.description.cycle	26	it_IT
dc.degree.coordinator	Bernasconi, Michele	it_IT
dc.location.shelfmark	D001397	it_IT
dc.location	Venezia, Archivio Università Ca' Foscari, Tesi Dottorato	it_IT
dc.rights.accessrights	openAccess	it_IT
dc.thesis.matricno	962276	it_IT
dc.format.pagenumber	III, [3], III, 74 p.	it_IT
dc.subject.miur	SECS-S/06 METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE	it_IT
dc.description.note	Cotutela con l'Université Paris 1. Panthéon Sorbonne, Centre d'Economie	it_IT
dc.degree.discipline		it_IT
dc.contributor.co-advisor	Guegan, Dominique	it_IT
dc.date.embargoend		it_IT
dc.provenance.upload	Lorenzo Frattarolo (962276@stud.unive.it), 2014-10-09	it_IT
dc.provenance.plagiarycheck	Monica Billio (billio@unive.it), 2014-10-20	it_IT