Copulas using Excel

1,200.00

Copula is any function that maybe used to denote to joint probability between two variables that may assume values between [0,1] (i.e. CDF)
The zip contains the following 3 Excel workbooks
1. Correlation calculation – Kendall Tau & Spearman Rho
2. Elliptical Copulas – showing Normal & T copula
3. Archimedean Copulas – showing Frank & Clayton Copula
The excel sheets comes with accompanying PPT explaining all the steps.

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