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~person:"Ignatieva, Katja"
~subject:"Portfolio-Management"
~subject:"Volatility"
~subject:"World"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Mehrdimensionale Verteilung"
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Ignatieva, Katja
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Using dynamic copulae for modeling dependency in currency denominations of a diversifed world stock index
Ignatieva, Katja
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Platen, Eckhard
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Rendek, Renata
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2010
Persistent link: https://www.econbiz.de/10008663090
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Modelling co-movements and tail dependency in the international stock market via copulae
Ignatieva, Katja
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Platen, Eckhard
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2009
Persistent link: https://www.econbiz.de/10008662352
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