The copula approach to modelling multivariate extreme values : theory and examples with financial applications in view
by Stefano Demarta
| Year of publication: |
2007
|
|---|---|
| Authors: | Demarta, Stefano |
| Subject: | Ausreißer | Outliers | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
| Description of contents: | Abstract [e-collection.ethbib.ethz.ch] |
| Extent: | XV, 196 S. Ill., graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Mikroform ; Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zürich, Eidgen. Techn. Hochschule, Diss., 2007 |
| Notes: | Zsfassung in ital. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003740889