Use of copulas for risk measurement : dependence, correlation, and nonnormality
Kudret Topyan; Natalia Boliari
| Year of publication: |
2006
|
|---|---|
| Authors: | Topyan, Kudret ; Boliari, Natalia |
| Published in: |
2006 Business & Economics Society International Conference ; Vol. 2. - Worcester, Mass.. - 2006, p. 110-115
|
| Subject: | Risiko | Risk | Messung | Measurement | 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/10003627570