An Empirical Comparison of Multivariate Copula Models


Fischer, Matthias ; Köck, Christian ; Schlüter, Stephan ; Weigert, Florian



Document Type: Article
Year of publication: 2009
The title of a journal, publication series: Quantitative Finance
Volume: 9
Issue number: 7
Page range: 839-854
Place of publication: Abingdon [u.a.]
Publishing house: Routledge
ISSN: 1469-7688
Publication language: English
Institution: Business School > Internat. Finanzierung (Ruenzi)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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