Heavy tails and copulas : topics in dependence modelling in economics and finance
Year of publication: |
[2017]
|
---|---|
Authors: | Ibragimov, Rustam Ju. ; Prokhorov, Artem |
Publisher: |
New Jersey : World Scientific |
Subject: | Finanzmarktökonometrie | Financial econometrics | Ökonometrie | Econometrics | Modellierung | Scientific modelling | Theorie | Theory | Finanzmathematik | Statistik | Heavy-tailed Verteilung | Kopula <Mathematik> |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
Available at ZBW
- Location: Kiel
- Call Number: B 405955
-
Status: -Available Request
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