Dynamic copulas for finance : an application to portfolio risk calculation
Valentin Braun
| Year of publication: |
2011 ; 1. Aufl.
|
|---|---|
| Authors: | Braun, Valentin |
| Publisher: |
Lohmar : Eul |
| Subject: | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Theorie | Theory | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Schätzung | Estimation | Deutschland | Germany | Portfolio Selection | Risikoanalyse | Kopula <Mathematik> | Dynamische Analyse |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVI, 157 S. graph. Darst. 21 cm |
|---|---|
| Series: | Reihe Quantitative Ökonomie : Ökon. - Lohmar : Eul, ZDB-ID 1021868-3. - Vol. 166 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Frankfurt am Main, Univ., Diss., 2011 |
| Notes: | Literaturverz. S. 153 - 157 |
| ISBN: | 978-3-8441-0040-2 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009152690