Dynamic Asset Correlations Based on Vines
Year of publication: |
2016
|
---|---|
Authors: | Poignard, Benjamin |
Other Persons: | Fermanian, Jean-David (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (57 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2561029 [DOI] |
Classification: | C32 - Time-Series Models ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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