Modelling, estimation and visualization of multivariate dependence for high-frequency data
Erik Brodin and Claudia Klüppelberg
| Year of publication: |
2010
|
|---|---|
| Authors: | Brodin, Erik ; Klüppelberg, Claudia |
| Published in: |
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir. - Heidelberg : Physica-Verl., ISBN 978-3-7908-2412-4. - 2010, p. 267-300
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| Subject: | Risiko | Risk | Messung | Measurement | Multivariate Analyse | Multivariate analysis | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Theorie | Theory | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | USA | United States |
| 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://ebvufind01.dmz1.zbw.eu/10003964488