Crash Aversion and Extreme Dependence Structures in Asset Pricing


Weigert, Florian



Document Type: Doctoral dissertation
Year of publication: 2013
Place of publication: Mannheim
Publishing house: Univ.
University: Universität Mannheim
Evaluator: Ruenzi, Stefan
Date of oral examination: 28 May 2013
Publication language: English
Institution: Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSB (Business Studies)
Business School > Internat. Finanzierung (Ruenzi)
Subject: 330 Economics
Keywords (English): Copula , Extreme Dependence , Asset Pricing , Liquidity
Abstract: Crash Aversion and Extreme Dependence Structures in Asset Pricing

Dieser Eintrag ist Teil der Universitätsbibliographie.




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