Books

Books

Heavy Tails and Copulas: Topics in Dependence Modelling in Economics and Finance

(with Rustam Ibragimov), 2017, World Scientific Publishing and Imperial College Press, ISBN: 978-981-4689-79-3

Efficiency and Productivity Analysis: Using Copulas in Stochastic Frontier Models

2024, Routledge, ISBN: 78-036-7346-09-6, with free Python Companion

Reviews

Giovanni Pucetti (2019) Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance, Quantitative Finance, 19:1 - DOI: 10.1080/14697688.2018.1549365

Marco Bee (2019) American Mathematical Society MathSciNet Mathematical Reviews, MR3887702