Some statistical pitfalls in copula modeling for financial applications
Jean-David Fermanian; Olivier Scaillet
| Year of publication: |
Mar. 2004 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Fermanian, Jean-David (contributor) ; Scaillet, Olivier (contributor) |
| Institutions: | International Center for Financial Asset Management and Engineering (contributor) |
| Publisher: |
Genève : FAME |
| Extent: | Online-Ressource, 20 p. = 1627 Kb, text |
|---|---|
| Series: | FAME research paper series. - Geneva, ZDB-ID 2121033-0. - Vol. 108 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002240436