Copula model estimation and test of inventory portfolio pledge rate
Li Zhou; Jing Dong
| Year of publication: |
2014
|
|---|---|
| Authors: | Zhou, Li ; Dong, Jing |
| Published in: |
International journal of business and economics research : IJBER. - [New York, NY] : Science Publishing Group, ISSN 2328-7543, ZDB-ID 2758923-7. - Vol. 3.2014, 4, p. 150-154
|
| Subject: | Copula | Stock Portfolio | Pledge Rate | Parameter Estimation | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Kreditrisiko | Credit risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010494128