- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Discussion Paper / SFB 823 ; 08/2011
- Classification
-
Wirtschaft
Natürliche Ressourcen, Energie und Umwelt
- Keyword
-
Erdölpreis
Erdgas
Preis
Wahrscheinlichkeitsverteilung
Kopula
Schätzung
Warentermingeschäft
Warenterminhandel
Warenterminmarkt
Warenterminoption
:z Geschichte 2007-2010
USA
- Event
-
Veröffentlichung
- (where)
-
Dortmund
- (who)
-
Universitätsbibliothek Dortmund
- (when)
-
2011
- Creator
- Handle
-
2003/27610
- URN
-
urn:nbn:de:101:1-201606131215
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:47 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Jäschke, Stefan
- Siburg, Karl F.
- Stoimenov, Pavel A.
- Universitätsbibliothek Dortmund
Time of origin
- 2011
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Some results on weak and strong tail dependence coefficients for means of copulas
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On modeling financial risk with tail copulas
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Modeling extreme events: time-varying extreme tail shape
Modeling extreme events: Time-varying extreme tail shape
Modeling extreme events: Time-varying extreme tail shape
Some results on weak and strong tail dependence coefficients for means of copulas
Extreme return-volume relationship in cryptocurrencies: Tail dependence analysis
Multiplier bootstrap of tail copulas - with applications
On modeling financial risk with tail copulas
Dependence modeling using vine copulas in insurance
Statistical inference for copulas and extremes