Modeling Dependence Using Skew T Copulas : Bayesian Inference and Applications
Year of publication: |
2015
|
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Authors: | Smith, Michael S. |
Other Persons: | Gan, Quan (contributor) ; Kohn, Robert (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 30, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1671816 [DOI] |
Classification: | G11 - Portfolio Choice ; G18 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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