Modeling international financial returns with a multivariate regime-switching copula
Lorán Chollete; Andréas Heinen; Alfonso Valdesogo
| Year of publication: |
2009
|
|---|---|
| Authors: | Chollete, Lorán ; Heinen, Andréas ; Valdesogo, Alfonso |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 7.2009, 4, p. 437-480
|
| Subject: | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Multivariate Analyse | Multivariate analysis | Internationaler Finanzmarkt | International financial market | Risikomaß | Risk measure | Welt | World | Schätzung | Estimation | Risikomanagement | Risk management | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003907528