Contributions to static and time-varying copula-based modeling of multivariate association : with applications to financial time-series
Martin Ruppert
| Year of publication: |
2012 ; 1. Aufl.
|
|---|---|
| Authors: | Ruppert, Martin |
| Publisher: |
Lohmar, Rheinl [u.a.] : Eul |
| Subject: | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Theorie | Theory | Schätzung | Estimation | Finanzmarkt | Financial market | USA | United States | Zeitreihenanalyse | Kopula <Mathematik> | Statische Analyse | Dynamische Analyse |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | XX, 154 S. graph. Darst. 21 cm |
|---|---|
| Series: | Reihe Quantitative Ökonomie : Ökon. - Lohmar : Eul, ZDB-ID 1021868-3. - Vol. 170 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Köln, Univ., Diss., 2011 |
| Notes: | Erscheint: Januar 2012 |
| ISBN: | 978-3-8441-0120-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009511787