Copula based models for serial dependence
Beatriz Vaz de Melo Mendes; Cecília Aíube
| Year of publication: |
2011
|
|---|---|
| Authors: | Mendes, Beatriz Vaz de Melo ; Aíube, Cecília |
| Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 7.2011, 1, p. 68-82
|
| Subject: | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008992011