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 2009-)
Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSB (Business Studies)
Subject: 330 Economics




Dieser Eintrag ist Teil der Universitätsbibliographie.




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