Modellierung multivariater Abhängigkeitsstrukturen auf Finanzmärkten mit archimedischen und hierarchischen archimedischen Copulas
Year of publication: |
2007
|
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Authors: | Savu, Cornelia |
Publisher: |
Berlin : Logos-Verl. |
Subject: | Portfolio Selection | Multivariate Analyse | Kopula <Mathematik> |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XIV, 240 S. : graph. Darst. |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
Language: | German |
Thesis: | Zugl.: Münster (Westfalen), Univ., Diss., 2007 |
ISBN: | 978-3-8325-1696-3 |
Classification: | Geld, Inflation, Kapitalmarkt |
Source: |
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