Hochschulschrift
Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
München, Ludwig-Maximilians-Universität, Diss., 2014
- Klassifikation
-
Wirtschaft
- Schlagwort
-
Kapitalmarkt
Ökonometrisches Modell
Multivariate Analyse
Zeitreihenanalyse
ARCH-Prozess
Kopula
Gemeinsamer Markt
Emerging Market
Portfolio Selection
Schwellenländer
Industriestaaten
- Ereignis
-
Veröffentlichung
- (wo)
-
München
- (wer)
-
Universitätsbibliothek der Ludwig-Maximilians-Universität
- (wann)
-
2014
- Urheber
-
Grziska, Martin
- Beteiligte Personen und Organisationen
- URN
-
urn:nbn:de:bvb:19-179219
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:21 MESZ
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.
Objekttyp
- Hochschulschrift
Beteiligte
- Grziska, Martin
- Mittnik, Stefan
- Universitätsbibliothek der Ludwig-Maximilians-Universität
Entstanden
- 2014
Ähnliche Objekte (12)
Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
The application of multivariate GARCH models to turbulent financial markets
Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
Returns in commodities futures markets and financial speculation: A multivariate GARCH approach
The worst case GARCH-copula CVaR approach for portfolio optimisation: Evidence from financial markets
Multivariate GARCH models
Multivariate normal mixture GARCH
Multivariate normal mixture GARCH
Multivariate regimeswitching GARCH with an application to international stock markets
Multivariate regime switching GARCH with an application to international stock markets
Asymmetric multivariate normal mixture GARCH
Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
The application of multivariate GARCH models to turbulent financial markets
Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
Returns in commodities futures markets and financial speculation: A multivariate GARCH approach
The worst case GARCH-copula CVaR approach for portfolio optimisation: Evidence from financial markets
Multivariate GARCH models
Multivariate normal mixture GARCH
Multivariate normal mixture GARCH
Multivariate regimeswitching GARCH with an application to international stock markets
Multivariate regime switching GARCH with an application to international stock markets
Asymmetric multivariate normal mixture GARCH
Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
The application of multivariate GARCH models to turbulent financial markets
Returns in commodities futures markets and financial speculation: a multivariate GARCH approach
Returns in commodities futures markets and financial speculation: A multivariate GARCH approach
The worst case GARCH-copula CVaR approach for portfolio optimisation: Evidence from financial markets
Multivariate GARCH models
Multivariate normal mixture GARCH
Multivariate normal mixture GARCH
Multivariate regimeswitching GARCH with an application to international stock markets
Multivariate regime switching GARCH with an application to international stock markets