Hochschulschrift
Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins
- Alternative title
-
Regular Vine Copulas mit der simplifying assumption, Zeitveränderlichkeit, und gemischten diskreten und kontinuierlichen Randverteilungen
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
München, Technische Universität München, Diss., 2013
- Event
-
Veröffentlichung
- (where)
-
München
- (who)
-
Universitätsbibliothek der TU München
- (when)
-
2013
- Creator
-
Stöber, Jakob
- Contributor
-
Czado, Claudia
Cooke, Roger M.
Patton, Andrew J.
- URN
-
urn:nbn:de:bvb:91-diss-20130626-1137287-0-1
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:54 PM CET
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
- Stöber, Jakob
- Czado, Claudia
- Cooke, Roger M.
- Patton, Andrew J.
- Universitätsbibliothek der TU München
Time of origin
- 2013
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Advances in Dependence Modeling: Multivariate Quantiles, Copula Level Curve Lengths, and Non-Simplified Vine Copulas
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D-vine copula based quantile regression and the simplifying assumption for vine copulas
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Application of vine copulas to credit portfolio risk modeling
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