Hochschulschrift
Hierarchical Kendall copulas and the modeling of systemic and operational risk
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
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30 cm
- Extent
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XIII, 196 S.
- Language
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Englisch
- Notes
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graph. Darst.
München, Techn. Univ., Diss., 2013
- Keyword
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Operationelles Risiko
Bankrisiko
Systemrisiko
Spillover-Effekt
Multivariate Verteilung
Schätzung
Welt
Operationelles Risiko
Bank
Risiko
Spill-over-Effekt
Kopula
Schätzung
- Creator
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Brechmann, Eike Christian
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
-
11.03.2025, 11:59 AM CET
Data provider
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Brechmann, Eike Christian
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