Investment risk prediction based on multi-dimensional tail dependence empirical study
Year of publication: |
2013
|
---|---|
Authors: | Wang, Xiaoping ; Huimin, Gao |
Published in: |
LISS 2012 ; Vol. 1. - Berlin [u.a.] : Springer, ISBN 978-3-642-32053-8. - 2013, p. 507-512
|
Subject: | Theorie | Theory | Investitionsrisiko | Investment risk | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Multivariate Verteilung | Multivariate distribution |
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