Copula-based models for financial time series
Year of publication: |
2009
|
---|---|
Authors: | Patton, Andrew J. |
Published in: |
Handbook of financial time series. - Berlin, Heidelberg : Springer, ISBN 3-540-71296-8. - 2009, p. 767-785
|
Subject: | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Prognoseverfahren | Forecasting model |
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