An empirical analysis of multivariate copula models


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



DOI: https://doi.org/10.1080/14697680802595650
URL: https://www.tandfonline.com/doi/abs/10.1080/146976...
Additional URL: https://www.ssoar.info/ssoar/bitstream/handle/docu...
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: London [u.a.]
Publishing house: Routledge, Taylor & Francis
ISSN: 1469-7688 , 1469-7696
Publication language: English
Institution: Business School > Internat. Finanzierung (Ruenzi)
Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSB (Business Studies)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




+ Citation Example and Export

Fischer, Matthias ; Köck, Christian ; Schlüter, Stephan ; Weigert, Florian (2009) An empirical analysis of multivariate copula models. Quantitative Finance London [u.a.] 9 7 839-854 [Article]


+ Search Authors in

+ Page Views

Hits per month over past year

Detailed information



You have found an error? Please let us know about your desired correction here: E-Mail


Actions (login required)

Show item Show item