Copula theory applied to hedge funds dependence structure determination
Rania Hentati and Jean-Luc Prigent
| Year of publication: |
2010
|
|---|---|
| Authors: | Hentati, Rania ; Prigent, Jean-Luc |
| Published in: |
Nonlinear modeling of economic and financial time-series. - Bingley [u.a.] : Emerald, ISBN 978-0-85724-490-1. - 2010, p. 83-109
|
| Subject: | Ökonometrisches Modell | Econometric model | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Internationaler Finanzmarkt | International financial market | Hedgefonds | Hedge fund |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008857826