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subject:"questionnaire survey"
~subject:"Correlation"
~subject:"Portfolio Selection"
~type_genre:"Thesis"
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questionnaire survey
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Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin
-
2015
-
1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
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2
Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo
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2013
Persistent link: https://www.econbiz.de/10013432837
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3
High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin
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2012
-
1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
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4
Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im Risikomanagement
Jensen, Sören
-
2012
Persistent link: https://www.econbiz.de/10013360909
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5
Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian
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2008
Persistent link: https://www.econbiz.de/10003717606
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6
Modellierung multivariater Abhängigkeitsstrukturen auf Finanzmärkten mit archimedischen und hierarchischen archimedischen Copulas
Savu, Cornelia
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2007
Persistent link: https://www.econbiz.de/10003539213
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7
Essays on financial econometrics
Marcucci, Juri
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2005
Persistent link: https://www.econbiz.de/10003384566
Saved in:
8
Dependencies of extreme events in finance : modelling, statistics and data analysis
Schmidt, Rafael
-
2003
Persistent link: https://www.econbiz.de/10001973369
Saved in:
9
Markov random fields on time-varying graphs, with an application to portfolio selection
Talih, Makram
-
2003
Persistent link: https://www.econbiz.de/10003629377
Saved in:
10
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
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2002
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Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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