Copulas, goodness-of-fit tests and measurement of stochastic dependencies before and during the financial crisis
Peter Grundke and Simone Dieckmann
| Year of publication: |
2011
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|---|---|
| Authors: | Grundke, Peter ; Dieckmann, Simone |
| Published in: |
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010. - Berlin : Springer, ISBN 3-642-20008-7. - 2011, p. 105-110
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| Subject: | Finanzkrise | Financial crisis | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Messung | Measurement | Stochastischer Prozess | Stochastic process |
| 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://www.econbiz.de/10009270873