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Wednesday, March 15, 2006

Help With Copulas

I was reading a paper by Harry M. Kat & Helder P. Palaro, (I know, I need to get a life.) In it, they talk about replicating Hedge Fund returns using a mathematical tool known as 'copulas.'

Can anybody explain copulas to me - or at least refer me to a source where I could learn more about them. All the information I found is sketchy and sometimes contradictory.


Posted by Trade Monkey :: 9:08 PM :: 0 comments Perma-Link

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