Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Martin Grziska
| Year of publication: |
2015 ; 1. Aufl.
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|---|---|
| Authors: | Grziska, Martin |
| Publisher: |
Berlin : Pro Business |
| Subject: | Finanzmarktökonometrie | Financial econometrics | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Marktintegration | Market integration | Schwellenländer | Emerging economies | Portfolio-Management | Portfolio selection | Industrieländer | Industrialized countries | Portfolio Selection | Marktrisiko | Risikomanagement | GARCH-Prozess |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | XVI, 175 S. graph. Darst. 210 mm x 148 mm, 260 g |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: München, Univ., Diss., 2014 |
| Notes: | Zsfassung in dt. Sprache |
| ISBN: | 978-3-86386-843-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010488311