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Dynamic copulas for finance : an application to portfolio risk calculation
Braun, Valentin - 2010
Persistent link: https://www.econbiz.de/10009346778
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Extreme value theory im Risikomanagement
Zeder, Markus - 2007
Persistent link: https://www.econbiz.de/10004899941
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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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Faktorenvorselektion im Data Mining
Büchel, Nina - 2009
Persistent link: https://www.econbiz.de/10004952865
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Dynamic copula methods in finance
Cherubini, Umberto (contributor) - 2012
Persistent link: https://www.econbiz.de/10009362788
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Messung von Marktrisiken unter Verwendung von Copulafunktionen : eine empirische Studie für den Schweizer Arbeitsmarkt
Glauser, Manrico - 2003
Persistent link: https://www.econbiz.de/10004830915
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Copula methods in finance
Cherubini, Umberto; Luciano, Elisa; Vecchiato, Walter - 2004
Persistent link: https://www.econbiz.de/10004790916
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Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt
Dobric, Jadran - 2008
Persistent link: https://www.econbiz.de/10004924803