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~source:"econis"
~subject:"Nonparametric statistics"
~subject:"USA"
~type_genre:"Conference paper"
~type_genre:"Thesis"
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Search: subject_exact:"Multivariates Verfahren"
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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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2
Multivariate maximum entropy densities applied for multivariate analysis of financial time series
Gao, Yang
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2014
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1. Aufl.
Persistent link: https://www.econbiz.de/10010383443
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3
The multivariate mixed proportional hazard model : applications and extensions
Drepper, Bettina
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2013
Persistent link: https://www.econbiz.de/10010236549
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4
On dependence and extremes
Kuhn, Gabriel
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003372028
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5
Contributions to static and time-varying copula-based modeling of multivariate association : with applications to financial time-series
Ruppert, Martin
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2012
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1. Aufl.
Persistent link: https://www.econbiz.de/10009511787
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6
Modeling and forecasting of multivariate stock market volatility
Gribisch, Bastian
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2012
Persistent link: https://www.econbiz.de/10009714192
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7
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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Nichtparametrische Inferenz für Copulas : quantitative Risikoanalysen für den deutschen Finanzmarkt
Dobrić, Jadran
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2008
Persistent link: https://www.econbiz.de/10003751715
Saved in:
9
Optimierung eines Venture Capital-Portfolios
Reichardt, Sven
-
2007
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1. Aufl.
Persistent link: https://www.econbiz.de/10003485489
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10
Essays on specification tests for smooth structural changes and time series conditional distribution models
Chen, Bin
-
2007
Persistent link: https://www.econbiz.de/10009693136
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