Inhomogeneous dependency modelling with time varying copulae
Year of publication: |
14 Nov. 2006
|
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Authors: | Giacomini, Enzo ; Härdle, Wolfgang ; Ignatieva, Ekaterina ; Spokojnyj, Vladimir G. |
Publisher: |
Berlin : SFB 649, Economic Risk |
Subject: | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Risikomaß | Risk measure | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | Online-Ressource, 46 S., Text graph. Darst. |
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Series: | SFB 649 discussion paper. - Berlin : [Verlag nicht ermittelbar], ISSN 1860-5664, ZDB-ID 2195055-6. - Vol. 2006,075 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/25158 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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