Copulas in Finance

Assorted links and materials for usage of copulas in finance and risk management:

Introduction and slides – https://www.qrmtutorial.org/slides

Different copula methods – https://risk-engineering.org/copula-multivariate-dependencies/

Modeling copulas in finance – https://pypi.org/project/copulas/

Hands on copula – https://twiecki.io/blog/2018/05/03/copulas/

Copulas and financial time series (with R codes) – https://freakonometrics.hypotheses.org/19640

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