Estimating asymmetric dynamic distributions in high dimensions
Year of publication: |
2018
|
---|---|
Authors: | Anatolyev, Stanislav ; Khabibullin, Renat ; Prokhorov, Artem |
Published in: |
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns. - Chichester, West Sussex, United Kingdom : Wiley, ISBN 978-1-119-28901-2. - 2018, p. 169-197
|
Subject: | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
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