Essays on univariate and multivariate modeling of financial market risks
Year of publication: |
2015
|
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Authors: | Scheffer, Marcus |
Other Persons: | Weiß, Gregor (degree supervisor) ; Wahl, Jack E. (contributor) |
Publisher: |
Dortmund : Universitätsbibliothek Dortmund |
Subject: | Finanzmarkt | Financial market | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Prognose | Forecast | Pfadanalyse | Path analysis | Anlageverhalten | Behavioural finance | Suchmaschine | Search engine | Data Mining | Data mining | Hedging | Zeitreihenanalyse | Time series analysis | Mean Reversion | Mean reversion |
Published items: |
4 hits in ECONIS - Online Catalogue of the ZBW
|
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Forecasting the Risk of Speculative Assets by Means of Copula Distributions
Beckers, Benjamin, (2013)
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Forecasting the risk of speculative assets by means of copula distributions
Beckers, Benjamin, (2013)
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Forecasting surrender rates using elliptical copulas and financial variables
Neves, César, (2014)
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Mixture pair-copula-constructions
Weiß, Gregor, (2015)
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Mixture Pair-Copula-Constructions
Weiß, Gregor, (2015)
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Scheffer, Marcus, (2019)
- More ...