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subject:"Regressionsanalyse"
~isPartOf:"Berichte aus der Statistik"
~isPartOf:"Journal of risk"
~subject:"Financial market"
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Berichte aus der Statistik
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Dependence dynamics among exchange rates, commodities and the Brazilian stock market using the R-vine SCAR model
Salgado, Daniel Henrique
;
Candido, Osvaldo
- In:
Journal of risk
21
(
2018/2019
)
2
,
pp. 37-62
Persistent link: https://www.econbiz.de/10011981418
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2
Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
Wollschläger, Marcel
;
Schäfer, Rudi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011579750
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3
Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian
-
2008
Persistent link: https://www.econbiz.de/10003717606
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4
Storno und Profitabilität in der Privathaftpflichtversicherung : eine Analyse unter Verwendung von univariaten und bivariaten verallgemeinerten linearen Modellen
Kahlenberg, Jens
-
2005
Persistent link: https://www.econbiz.de/10002817490
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