Multivariate multifractal models : estimation of parameters and applications to risk management
vorgelegt von Ruipeng Liu
| Year of publication: |
2008
|
|---|---|
| Authors: | Liu, Ruipeng |
| Other Persons: | Lux, Thomas (contributor) |
| Subject: | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Risikomanagement | Risk management | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 10, 220 Bl. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Kiel, Univ., Diss., 2008 |
| Notes: | Internetausg.: http://eldiss.uni-kiel.de/macau/receive/dissertation_diss_00003144 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003778163