Nonparametric estimation of copulas for time series
Jean-David Fermanian ; Olivier Scaillet
| Year of publication: |
2002
|
|---|---|
| Authors: | Fermanian, Jean-David ; Scaillet, Olivier |
| Publisher: |
Geneva : FAME |
| Subject: | Core | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Risiko | Risk | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
| Extent: | 26 S |
|---|---|
| Series: | Research paper / International Center for Financial Asset Management and Engineering. - Geneva : [Verlag nicht ermittelbar], ZDB-ID 2121038-X. - Vol. 57 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. Internetausg.: http://www.fame.ch:8080/research/papers/RP57.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001732499