Modeling stock market indexes with copula functions
Year of publication: |
2011
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Authors: | Leśkow, Jacek ; Mokrzycka, Justyna ; Krawiec, Kamil |
Published in: |
E-Finanse : finansowy kwartalnik internetowy. - Rzeszów : [Verlag nicht ermittelbar], ISSN 1734-039X, ZDB-ID 2631747-3. - Vol. 7.2011, 2, p. 1-16
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Subject: | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Aktienindex | Stock index | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | hdl:10419/66743 [Handle] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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