Time-varying hierarchical archimedean copulas using adaptively simulated critical values

to connected objects

Location
Deutsche Nationalbibliothek Frankfurt am Main
Extent
Online-Ressource
Language
Englisch

Classification
Wirtschaft

Event
Veröffentlichung
(where)
Berlin
(who)
Humboldt-Universität zu Berlin
(when)
2015
Creator
Steck, Ramona Theresa
Contributor
Okhrin, Ostap
Härdle, Wolfgang K.

DOI
10.18452/14264
URN
urn:nbn:de:kobv:11-100236733
Rights
Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
25.03.2025, 1:43 PM CET

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Associated

  • Steck, Ramona Theresa
  • Okhrin, Ostap
  • Härdle, Wolfgang K.
  • Humboldt-Universität zu Berlin

Time of origin

  • 2015

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