Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
von Enzo Giacomini
| Year of publication: |
2009
|
|---|---|
| Authors: | Giacomini, Enzo |
| Subject: | Value at Risk | Zeitreihe | Multivariate Daten | Dynamische Modellierung | Kreditmarkt |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | IX, 114 S. : graph. Darst. 21 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Berlin, Humboldt-Univ., Diss., 2009 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10004955795