The copula approach to modelling multivariate extreme values : theory and examples with financial applications in view
presented by Stefano Demarta
| Year of publication: |
2007 ; [Mikrofiche-Ausg.]
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|---|---|
| Authors: | Demarta, Stefano |
| Extent: | XV, 196 S. Ill., graph. Darst. |
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| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zürich, Techn. Hochsch., Diss., 2007 |
| Classification: | Methoden und Techniken der Betriebswirtschaft |
| Source: |
Persistent link: https://www.econbiz.de/10004926075