Heavy tails and copulas : topics in dependence modelling in economics and finance
Rustam Ibragimov (Imperial College, London, UK), Artem Prokhorov (University of Sydney, Australia)
| 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] |
| Extent: | xvii, 284 Seiten Illustrationen |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverzeichnis: Seite 261-279 |
| ISBN: | 978-981-4689-79-3 ; 978-981-4689-80-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011444599