Title |
Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets / Martin Grziska. [Stefan Mittnik (Hrsg.)] |
|---|---|
Involved |
Martin Grziska (Verfasser) |
Published |
Berlin: Pro Business |
Edition |
1. Aufl. |
Extent |
XIV, 175 S. : graph. Darst. |
Thesis |
Zugl.: München, Univ., Diss., 2014 |
ISBN |
978-3-86386-843-7 |
Language |
|
Country |
|
Topic |
|
Subject |
Portfolio Selection, Marktrisiko, Risikomanagement, Zeitreihenanalyse, Multivariate Analyse, GARCH-Prozess, Kopula (Mathematik) |
DDC notation |
|
Further information |
Hergestellt on demand |
Record ID |
1066589054 |
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