Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance / von Enzo Giacomini
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Place / Publishing House: | Berlin, 2009 |
Year of Publication: | 2009 |
Language: | English |
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Physical Description: | IX, 113 S.; graph. Darst.; 21 cm |
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ac_no: | AC07987396 |
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Hierarchical level: | Monograph |
Statement of Responsibility: | von Enzo Giacomini |