Search Results - subject:"copula function"

Schmidt, Rafael - In: Credit risk : measurement, evaluation and management ; …, (pp. 267-289). 2003

Persistent link: https://www.econbiz.de/10002002400

Embrechts, Paul; Lindskog, Filip; McNeil, Alexander J. - In: Handbook of heavy tailed distributions in finance, (pp. 329-384). 2003

Persistent link: https://www.econbiz.de/10001882115

Hwang, Soosung; Salmon, Mark - In: Performance measurement in finance, (pp. 160-197). 2002

Persistent link: https://www.econbiz.de/10001718595

Fermanian, Jean-David; Radulovic, Dragan; Wegkamp, Marten H. - 2002

Persistent link: https://www.econbiz.de/10001660114

Hennessy, David A.; Lapan, Harvey E. - In: Mathematical finance : an international journal of … 12 (2002) 2, pp. 143-154

Persistent link: https://www.econbiz.de/10001686244

Cherubini, Umberto; Luciano, Elisa - In: Applied mathematical finance 9 (2002) 2, pp. 69-85

Persistent link: https://www.econbiz.de/10001695018

Gagliardini, Patrick; Gouriéroux, Christian - 2002

Persistent link: https://www.econbiz.de/10001714340

Rank, Jörn; Siegl, Thomas - In: Applied quantitative finance : theory and computational …, (pp. 35-50). 2002

Persistent link: https://www.econbiz.de/10001749959