While many financial models are too technical for non-specialists, this study uses the empirical copula to analyze bond structures. The empirical copula is more appropriate for forecasting returns, volatility, and interdependence in risk management.
Ting Ting Huang
Ting Ting Huang is a PhD candidate at University of Pittsburgh in 2009. Her research interests include Financial Economics, Macro Econometrics and International Economics. She is a member of American Economic Association, Midwest Econometrics Society, American Finance Association, Western Finance Association, Financial Management Association and Midwest Finance Association.
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