Small sample properties of copula-GARCH modelling : a Monte Carlo study
Carluccio Bianchi, Maria Elena De Giuli, Dean Fantazzini and Mario Maggi
| Year of publication: |
2011
|
|---|---|
| Authors: | Bianchi, Carluccio ; De Giuli, Maria Elena ; Fantazzini, Dean ; Maggi, Mario Alessandro |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 19/21, p. 1587-1597
|
| Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | Stichprobenerhebung | Sampling | Simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009356690