Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
von Enzo Giacomini
| Year of publication: |
2009
|
|---|---|
| Authors: | Giacomini, Enzo |
| Subject: | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Risikopräferenz | Risk attitude | Statistische Verteilung | Statistical distribution | Faktorenanalyse | Factor analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Aktienoption | Stock option | Theorie | Theory | Deutschland | Germany | Kreditmarkt | Erlös | Modellierung |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | IX, 114 S. graph. Darst. 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Berlin, Humboldt-Univ., Diss., 2009 |
| Notes: | Literaturverz. S. 106 - 112 Zsfassung in dt. und engl. Sprache |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003931427