Frequent turbulence? : A dynamic copula approach
Year of publication: |
31 July 2006
|
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Other Persons: | Chollete, Loran (contributor) ; Heinen, Andreas (contributor) |
Publisher: |
Bergen : Norwegian School of Economics and Business Administration, Dep. of Finance and Management Service |
Subject: | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Volatilität | Volatility | Markov-Kette | Markov chain | Multivariate Verteilung | Multivariate distribution |
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