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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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
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is_hierarchy_title Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
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