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On copula density estimation and measures of multivariate association
Blumentritt, Thomas - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009420461
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Contributions to static and time-varying copula-based modeling of multivariate association : with applications to financial time-series
Ruppert, Martin - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009420530
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Symmetric multivariate and related distributions
Fang, Kai-Tai; Kotz, Samuel; Ng, Kai W. - 1990
Persistent link: https://www.econbiz.de/10004066008
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Multivariate statistical simulation
Johnson, Mark E. - 1987
Persistent link: https://www.econbiz.de/10004055331
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Credit risk measurement : new approaches to value at risk and other paradigms
Saunders, Anthony; Allen, Linda - 2002 - 2. ed.
Persistent link: https://www.econbiz.de/10004740653
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Theory testing in organizational behavior : the varient approach
Dansereau, Fred; Alutto, Joseph A.; Yammarino, Francis J. - 1984 - 1. [Dr.]
Persistent link: https://www.econbiz.de/10004051299
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Extreme value theory im Risikomanagement
Zeder, Markus - 2007
Persistent link: https://www.econbiz.de/10004899941
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Faktorenvorselektion im Data Mining
Büchel, Nina - 2009
Persistent link: https://www.econbiz.de/10004952865
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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2010
Persistent link: https://www.econbiz.de/10009346778