Hochschulschrift

Measuring volatility and tail dependence of risk factors : an entropy-based perspective on the German stock market

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Dimensions: 21 cm

Extent: VII, 117 S.

Language: Englisch

Notes: graph. Darst.
Frankfurt (Main), Univ., Diss., 2012

Keyword: Börsenkurs
Volatilität
Information
Entropie
Kopula
Deutschland

Creator: Kharlamov, Georgy

Table of contents: https://d-nb.info/1025942167/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.06.2025, 1:37 PM CEST

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Hochschulschrift

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Kharlamov, Georgy

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Measuring volatility and tail dependence of risk factors : an entropy-based perspective on the German stock market

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