Modellierung multivariater Abhängigkeitsstrukturen auf Finanzmärkten mit archimedischen und hierarchischen archimedischen Copulas
Cornelia Savu
| Year of publication: |
2007
|
|---|---|
| Authors: | Savu, Cornelia |
| Publisher: |
Berlin : Logos-Verl. |
| Subject: | Multivariate Verteilung | Multivariate distribution | Finanzmarkt | Financial market | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Theorie | Theory | Portfolio Selection | Kopula <Mathematik> |
| Description of contents: | Table of Contents [gbv.de] ; Description [deposit.dnb.de] |
| Extent: | XIV, 240 S. graph. Darst. 210 mm x 145 mm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Münster, Univ., Diss., 2006 |
| ISBN: | 3-8325-1696-4 ; 978-3-8325-1696-3 |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003539213