Conditional dependency of financial series : the copula-GARCH model
Year of publication: |
Dec. 2002 ; [Elektronische Ressource]
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Other Persons: | Jondeau, Eric (contributor) ; Rockinger, Michael (contributor) |
Institutions: | International Center for Financial Asset Management and Engineering (contributor) |
Publisher: |
Genève : FAME |
Subject: | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
Extent: | Online-Ressource, 26 p. = 2098 Kb, text |
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Series: | FAME research paper series. - Geneva, ZDB-ID 2121033-0. - Vol. 69 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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