Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Christian Köck
| Year of publication: |
2008
|
|---|---|
| Authors: | Köck, Christian |
| Publisher: |
Aachen : Shaker |
| Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Finanzmarkt | Financial market | Theorie | Theory | Schätzung | Estimation | Deutschland | Germany | Portfolio Selection | Kopula <Mathematik> | Kreditmarkt | Risikomanagement |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVI, 265 S. graph. Darst. 21 cm, 428 gr. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Erlangen-Nürnberg, Univ., Diss., 2008 |
| Notes: | Zugl.: Erlangen-Nürnberg, Univ., Diss., 2008 Literaturverz. S. 253 - 265 |
| ISBN: | 978-3-8322-7163-3 |
| Classification: | Banken, Versicherungen ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003717606