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  1. Realized Copula
    Author: Fengler, Matthias R.; Okhrin, Ostap
    Published: 2012
    Publisher:  Humboldt-Universität zu Berlin, Berlin

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Subjects: Kapitalertrag; Kopula <Mathematik>; Zeitreihenanalyse; Varianzanalyse; Theorie
    Other subjects: (stw)Kapitaleinkommen; (stw)Multivariate Verteilung; (stw)Zeitreihenanalyse; (stw)Varianzanalyse; (stw)Theorie; realized variance; realized covariance; realized copula; multivariate dependence; Arbeitspapier; Graue Literatur
    Scope: Online-Ressource
    Notes:

    In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2012, Ausgabe 34, 2012