Risk measurement and risk modelling using applications of vine copulas
Year of publication: |
2014
|
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Authors: | Allen, David E. ; McAleer, Michael ; Singh, Abhay Kumar |
Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, College of Business and Economics, University of Canterbury |
Subject: | regular vine copulas | tree structures | co-dependence modelling | European stock markets | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Aktienmarkt | Stock market | Risikomaß | Risk measure |
Extent: | Online-Ressource (30 S.) |
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Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2014,12 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Source: | ECONIS - Online Catalogue of the ZBW |
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