A time dynamic pair copula construction : with financial applications
Year of publication: |
2012
|
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Authors: | Vesper, Andrew |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 19/21, p. 1697-1711
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Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | Finanzmarkt | Financial market |
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