- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Erschienen in
-
In: Studies in Nonlinear Dynamics & Econometrics ; 19 (2015), 4. - S. 501-529. - ISSN 1081-1826. - eISSN 1558-3708
- Klassifikation
-
Wirtschaft
- Ereignis
-
Veröffentlichung
- (wo)
-
Konstanz
- (wer)
-
Bibliothek der Universität Konstanz
- (wann)
-
2016
- Urheber
- URN
-
urn:nbn:de:bsz:352-0-302906
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:47 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Großmaß, Lidan
- Poon, Ser-Huang
- Bibliothek der Universität Konstanz
Entstanden
- 2016
Ähnliche Objekte (12)
Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions
Modeling and estimating multivariate dependence structures with the Bernstein copula
Tail dependence in financial markets: A dynamic copula approach
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Pair-copula constructions of multiple dependence
Dynamic structured copula models
Testing asymmetry in dependence with copula-coskewness
Estimating correlation using intraday price data in financial markets
A copula-based nonparametric measure of regression dependence
Empirical and sequential empirical copula processes under serial dependence
Estimating tail dependence of elliptical distributions
Copula structure analysis based on robust and extreme dependence measures
Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions
Modeling and estimating multivariate dependence structures with the Bernstein copula
Tail dependence in financial markets: A dynamic copula approach
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Pair-copula constructions of multiple dependence
Dynamic structured copula models
Testing asymmetry in dependence with copula-coskewness
Estimating correlation using intraday price data in financial markets
A copula-based nonparametric measure of regression dependence
Empirical and sequential empirical copula processes under serial dependence
Estimating tail dependence of elliptical distributions
Copula structure analysis based on robust and extreme dependence measures
Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions
Modeling and estimating multivariate dependence structures with the Bernstein copula
Tail dependence in financial markets: A dynamic copula approach
Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Pair-copula constructions of multiple dependence
Dynamic structured copula models
Testing asymmetry in dependence with copula-coskewness
Estimating correlation using intraday price data in financial markets
A copula-based nonparametric measure of regression dependence
Empirical and sequential empirical copula processes under serial dependence
Estimating tail dependence of elliptical distributions