Copula parameter estimation : numerical considerations and implications for risk management
Gregor N. F. Weiß
| Year of publication: |
2010
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|---|---|
| Authors: | Weiß, Gregor |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 13.2010/11, 1, p. 17-53
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Risikomanagement | Risk management |
| 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://www.econbiz.de/10008699157