Hochschulschrift
Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
München, Ludwig-Maximilians-Universität, Diss., 2014
- Classification
-
Wirtschaft
- Keyword
-
Kapitalmarkt
Ökonometrisches Modell
Multivariate Analyse
Zeitreihenanalyse
ARCH-Prozess
Kopula
Gemeinsamer Markt
Emerging Market
Portfolio Selection
Schwellenländer
Industriestaaten
- Event
-
Veröffentlichung
- (where)
-
München
- (who)
-
Universitätsbibliothek der Ludwig-Maximilians-Universität
- (when)
-
2014
- Creator
-
Grziska, Martin
- Contributor
- URN
-
urn:nbn:de:bvb:19-179219
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
15.08.2025, 7:21 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Grziska, Martin
- Mittnik, Stefan
- Universitätsbibliothek der Ludwig-Maximilians-Universität
Time of origin
- 2014
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