Contributions to static and time-varying copula-based modeling of multivariate association : with applications to financial time-series
Martin Ruppert
| Year of publication: |
2012 ; 1. Aufl.
|
|---|---|
| Authors: | Ruppert, Martin |
| Publisher: |
Lohmar [u.a.] : Eul |
| Subject: | Zeitreihenanalyse | Kopula <Mathematik> | Multivariate Analyse | Statische Analyse | Dynamische Analyse |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
| Extent: | XX, 154 S. : graph. Darst. |
|---|---|
| Series: | Reihe quantitative Ökonomie. - Lohmar ; Köln : Eul. - Vol. 170 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Köln, Univ., Diss., 2011 |
| ISBN: | 978-3-8441-0120-1 |
| Source: |
Persistent link: https://www.econbiz.de/10009420530