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subject:"questionnaire survey"
~subject:"Correlation"
~subject:"Portfolio selection"
~type_genre:"Hochschulschrift"
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Search: subject_exact:"Correspondence analysis"
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ECONIS (ZBW)
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Dynamic dimension reduction for financial applications
Nasekin, Sergey
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2017
Persistent link: https://www.econbiz.de/10011703000
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2
Portfolio risk forecasting - on the predictive power of multivariate dynamic copula models
Aepli, Matthias Daniel
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2015
Persistent link: https://www.econbiz.de/10010510833
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3
Synchronization of Markov chains in multivariate regime-switching models
Vial, Raphael
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2015
Persistent link: https://www.econbiz.de/10010511447
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4
Essays on multivariate modelling of financial markets using copula and sentiment networks
Tetereva, Anastasija
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2018
Persistent link: https://www.econbiz.de/10011965123
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5
Portfolio analysis with multivariate normal tempered stable processes and distributions
Krause, Dirk
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2011
Persistent link: https://www.econbiz.de/10009627764
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6
Statistics for copula-based measures of multivariate association : theory and applications to financial data
Gaißer, Sandra Caterina
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2011
Persistent link: https://www.econbiz.de/10009125241
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7
Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin
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2015
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1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
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8
Statistics of Multivariate Extremes with Applications in Risk Management
Herrera, Rodrigo
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2009
Persistent link: https://www.econbiz.de/10003899076
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9
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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10
High-dimensionality in statistics and portfolio optimization
Glombek, Konstantin
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2012
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1. Aufl.
Persistent link: https://www.econbiz.de/10013360879
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