Modelling Asymmetric Dependence of Financial Returns with Multivariate Dynamic Copulas
Year of publication: |
2016
|
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Authors: | Braun, Valentin |
Other Persons: | Grziska, Martin (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Multivariate Analyse | Multivariate analysis | Risikomaß | Risk measure | Risikomanagement | Risk management | Theorie | Theory | ARCH-Modell | ARCH model | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (36 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 9, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2725914 [DOI] |
Classification: | C01 - Econometrics ; C32 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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