Understanding dependence structure of random variables in financial modelling by using copulas
Year of publication: |
2007
|
---|---|
Authors: | Biliari, Natalia ; Topyan, Kudret |
Published in: |
2007 Business & Economics Society International Conference ; Vol. 1. - Worcester, Mass.. - 2007, p. 410-416
|
Subject: | Finanzierung | Financing | Zufallsvariable | Random variable | Multivariate Verteilung | Multivariate distribution |
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