Modelling, estimating and validating multidimensional distribution functions : with applications to risk management
by Markus Junker
| Year of publication: |
2003
|
|---|---|
| Other Persons: | Junker, Markus (contributor) |
| Subject: | Theorie | Theory | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection | Portfolio Selection | Kopula <Mathematik> | Multivariate Wahrscheinlichkeitsverteilung | Verteilungsende | Anpassungstest |
freely available
| Extent: | Online-Ressource, IX, 235 p. = 4,3 MB, text ill |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Kaiserslautern, Techn. Univ., Diss., 2003 |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002658954