Dynamic stochastic copula models : estimation, inference and applications
Christian M. Hafner; Hans Manner
| Year of publication: |
2008
|
|---|---|
| Authors: | Hafner, Christian M. ; Manner, Hans |
| Publisher: |
Maastricht : Maastricht Research School of Economics of Technology and Organizations |
| Subject: | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Online-Ressource (31 S., 597 KB) graph. Darst. |
|---|---|
| Series: | Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration. - Maastricht, ZDB-ID 2106971-2. - Vol. 08,043 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003921287