Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula
Year of publication: |
2015
|
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Authors: | Cerrato, Mario |
Other Persons: | Crosby, John (contributor) ; Kim, Minjoo (contributor) ; Zhao, Yang (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Marktrisiko | Market risk |
Extent: | 1 Online-Ressource (51 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 24, 2015 erstellt |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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