Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance / von Enzo Giacomini
Saved in:
VerfasserIn: | |
---|---|
Place / Publishing House: | Berlin, 2009 |
Year of Publication: | 2009 |
Language: | English |
Subjects: | |
Physical Description: | IX, 113 S.; graph. Darst.; 21 cm |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
990001971700504498 |
---|---|
ctrlnum |
AC07987396 (AT-OBV)AC07987396 (Aleph)007866353ACC01 (DE-599)OBVAC07987396 (EXLNZ-43ACC_NETWORK)990078663530203331 |
collection |
bib_alma |
institution |
YWOAW |
building |
MAG1-3 |
record_format |
marc |
spelling |
Giacomini, Enzo 1973- (DE-588)140480838 aut Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance von Enzo Giacomini Berlin 2009 IX, 113 S. graph. Darst. 21 cm Berlin, Humboldt-Univ., Diss., 2009 Kreditmarkt s (DE-588)4073788-3 Erlös s (DE-588)4152804-9 Modellierung s (DE-588)4170297-9 AT-OBV UBGRAI YWOAW MAG1-3 37999-B 2222208690004498 |
language |
English |
format |
Thesis Book |
author |
Giacomini, Enzo 1973- |
spellingShingle |
Giacomini, Enzo 1973- Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance Kreditmarkt (DE-588)4073788-3 Erlös (DE-588)4152804-9 Modellierung (DE-588)4170297-9 |
author_facet |
Giacomini, Enzo 1973- |
author_variant |
e g eg |
author_role |
VerfasserIn |
author_sort |
Giacomini, Enzo 1973- |
title |
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance |
title_full |
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance von Enzo Giacomini |
title_fullStr |
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance von Enzo Giacomini |
title_full_unstemmed |
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance von Enzo Giacomini |
title_auth |
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance |
title_new |
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance |
title_sort |
time varying adaptive copulae and dynamic semiparametric factor models with applications in finance |
publishDate |
2009 |
physical |
IX, 113 S. graph. Darst. 21 cm |
callnumber-raw |
37999-B |
callnumber-search |
37999-B |
topic |
Kreditmarkt (DE-588)4073788-3 Erlös (DE-588)4152804-9 Modellierung (DE-588)4170297-9 |
topic_facet |
Kreditmarkt Erlös Modellierung |
illustrated |
Not Illustrated |
work_keys_str_mv |
AT giacominienzo timevaryingadaptivecopulaeanddynamicsemiparametricfactormodelswithapplicationsinfinance |
status_str |
n |
ids_txt_mv |
(AT-OBV)AC07987396 AC07987396 (Aleph)007866353ACC01 (DE-599)OBVAC07987396 (EXLNZ-43ACC_NETWORK)990078663530203331 |
hol852bOwn_txt_mv |
YWOAW |
hol852hSignatur_txt_mv |
37999-B |
hol852cSonderstandort_txt_mv |
MAG1-3 |
itmData_txt_mv |
2010-02-10 01:00:00 Europe/Vienna |
barcode_str_mv |
+YW16042806 |
callnumbers_txt_mv |
37999-B |
inventoryNumbers_str_mv |
2010-37999-B |
materialTypes_str_mv |
BOOK |
permanentLibraries_str_mv |
YWOAW |
permanentLocations_str_mv |
MAG1-3 |
inventoryDates_str_mv |
20100210 |
createdDates_str_mv |
2010-02-10 01:00:00 Europe/Vienna |
holdingIds_str_mv |
2222208690004498 |
is_hierarchy_id |
AC07987396 |
is_hierarchy_title |
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance |
_version_ |
1803526408960475137 |
fullrecord |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00919nam#a2200289#c#4500</leader><controlfield tag="001">990001971700504498</controlfield><controlfield tag="005">20230220172751.0</controlfield><controlfield tag="007">tu</controlfield><controlfield tag="008">100210|2009####|||######m####|||#|#eng#c</controlfield><controlfield tag="009">AC07987396</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(AT-OBV)AC07987396</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">AC07987396</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(Aleph)007866353ACC01</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)OBVAC07987396</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(EXLNZ-43ACC_NETWORK)990078663530203331</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">OAW</subfield><subfield code="b">ger</subfield><subfield code="d">UBG</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="c">XA-DE</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Giacomini, Enzo</subfield><subfield code="d">1973-</subfield><subfield code="0">(DE-588)140480838</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance</subfield><subfield code="c">von Enzo Giacomini</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">IX, 113 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="c">21 cm</subfield></datafield><datafield tag="502" ind1=" " ind2=" "><subfield code="a">Berlin, Humboldt-Univ., Diss., 2009</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditmarkt</subfield><subfield code="D">s</subfield><subfield code="0">(DE-588)4073788-3</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Erlös</subfield><subfield code="D">s</subfield><subfield code="0">(DE-588)4152804-9</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Modellierung</subfield><subfield code="D">s</subfield><subfield code="0">(DE-588)4170297-9</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">AT-OBV</subfield><subfield code="5">UBGRAI</subfield></datafield><datafield tag="970" ind1="1" ind2=" "><subfield code="c">12</subfield></datafield><datafield tag="ADM" ind1=" " ind2=" "><subfield code="b">2024-07-03 04:41:52 Europe/Vienna</subfield><subfield code="d">20</subfield><subfield code="f">System</subfield><subfield code="c">marc21</subfield><subfield code="a">2018-12-24 09:51:58 Europe/Vienna</subfield><subfield code="g">false</subfield></datafield><datafield tag="HOL" ind1="8" ind2=" "><subfield code="b">YWOAW</subfield><subfield code="h">37999-B</subfield><subfield code="c">MAG1-3</subfield><subfield code="8">2222208690004498</subfield></datafield><datafield tag="852" ind1="8" ind2=" "><subfield code="b">YWOAW</subfield><subfield code="c">MAG1-3</subfield><subfield code="h">37999-B</subfield><subfield code="8">2222208690004498</subfield></datafield><datafield tag="ITM" ind1=" " ind2=" "><subfield code="9">2222208690004498</subfield><subfield code="e">1</subfield><subfield code="m">BOOK</subfield><subfield code="b">+YW16042806</subfield><subfield code="i">2010-37999-B</subfield><subfield code="2">MAG1-3</subfield><subfield code="o">20100210</subfield><subfield code="8">2322208680004498</subfield><subfield code="f">02</subfield><subfield code="p">2010-02-10 01:00:00 Europe/Vienna</subfield><subfield code="h">37999-B</subfield><subfield code="1">YWOAW</subfield><subfield code="q">2022-06-08 19:29:35 Europe/Vienna</subfield></datafield></record></collection> |