Detecting structural breaks in factor copula models and in vectors of dependence measures
Florian Stark M.Sc. ; Referent: Univ.-Prof. Dr. Dominik Wied, Korreferent: Prof. i.R. Dr. Josef Steinebach
| Year of publication: |
2019
|
|---|---|
| Authors: | Stark, Florian |
| Other Persons: | Wied, Dominik (degree supervisor) ; Steinebach, Josef (degree supervisor) |
| Publisher: |
Köln |
| Subject: | Multivariate Verteilung | Multivariate distribution | Strukturbruch | Structural break | Momentenmethode | Method of moments | Monte-Carlo-Simulation | Monte Carlo simulation | Risikomaß | Risk measure |
| Extent: | 1 Online-Ressource (circa 156 Seiten) |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Dissertation, Universität zu Köln, 2019 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012061878