Estimating asymmetric dynamic distributions in high dimensions
Stanislav Anatolyev, Renat Khabibullin and Artem Prokhorov
| Year of publication: |
2018
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|---|---|
| Authors: | Anatolyev, Stanislav ; Khabibullin, Renat ; Prokhorov, Artem |
| Published in: |
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns. - Chichester, West Sussex, United Kingdom : Wiley, ISBN 978-1-119-28901-2. - 2018, p. 169-197
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| Subject: | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| 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/10011978496