Selecting Copulas for Risk Management
Year of publication: |
[2006]
|
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Authors: | Kole, Erik |
Other Persons: | Verbeek, Marno (contributor) ; Koedijk, Kees C. G. (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 11, 2006 erstellt |
Other identifiers: | 10.2139/ssrn.676966 [DOI] |
Classification: | G11 - Portfolio Choice ; C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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