Introduction to Modern Time Series Analysis Kirchgässner, Gebhard. author.

-- 7. Integrated Processes -- 8. Models of Volatility -- 9. Multivariate Time series -- 10. Estimation

Model.-Copula, Correlated Defaults, and Credit VaR.-Multivariate Analysis: Discriminant Analysis and

multivariate structural models in the multivariate case. It also addresses spectral analysis, the use of fixed

for Multivariate Skew Slash Distribution -- Constructions of multivariate copulas -- Plausibility