{ "item_title" : "Convolution Copula Econometrics", "item_author" : [" Umberto Cherubini", "Fabio Gobbi", "Sabrina Mulinacci "], "item_description" : "This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.", "item_img_path" : "https://covers2.booksamillion.com/covers/bam/3/31/948/014/3319480146_b.jpg", "price_data" : { "retail_price" : "59.99", "online_price" : "59.99", "our_price" : "59.99", "club_price" : "59.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }

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