Understanding dependence structure of random variables in financial modelling by using copulas
Natalia Biliari; Kudret Topyan
| Year of publication: |
2007
|
|---|---|
| Authors: | Biliari, Natalia ; Topyan, Kudret |
| Published in: |
2007 Business & Economics Society International Conference ; Vol. 1. - Worcester, Mass.. - 2007, p. 410-416
|
| Subject: | Finanzierung | Financing | Zufallsvariable | Random variable | Multivariate Verteilung | Multivariate distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003668131