Modeling dependencies with copulae
Wolfgang Härdle, Ostap Okhrin and Yarema Okhrin
| Year of publication: |
2009
|
|---|---|
| Authors: | Härdle, Wolfgang ; Okhrin, Ostap ; Okhrin, Yarema |
| Published in: |
Applied quantitative finance. - Berlin : Springer, ISBN 978-3-540-69177-8. - 2009, p. 3-36
|
| Subject: | dimension reduction | Finanzmarkt | Financial market | Multivariate Verteilung | Multivariate distribution | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Risikomanagement | Risk management | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10003745932