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Displaying results 1 to 6 of 6.

  1. Portfolio Management under Asymmetric Dependence and Distributio
    Author: Hlawatsch, Stefan; Reichling, Peter
    Published: 2018
    Publisher:  Universitätsbibliothek Magdeburg, Magdeburg

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  2. Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
    Author: Hlawatsch, Stefan; Reichling, Peter
    Published: 2018
    Publisher:  Universitätsbibliothek Magdeburg, Magdeburg

  3. Modelling dependence of extreme events in energy markets using tail copulas
    Author: Jäschke, Stefan; Siburg, Karl F.; Stoimenov, Pavel A.
    Published: 2011
    Publisher:  Universitätsbibliothek Dortmund, Dortmund

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  4. Stock market confidence and copula-based Markov models
    Author: Jovanović, Mario
    Published: 2010
    Publisher:  Universitätsbibliothek Dortmund, Dortmund

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 2003/27407
    Series: Discussion Paper / SFB 823 ; 38/2010
    Subjects: Börsenkurs; Risiko; Schätztheorie; Kopula <Mathematik>; Theorie
    Other subjects: (stw)Börsenkurs; (stw)Risiko; (stw)Schätztheorie; (stw)Multivariate Verteilung; (stw)Theorie; (stw)USA; confidence; temporal dependence; uncertainty; Graue Literatur
    Scope: Online-Ressource
  5. Estimation of risk measures in energy portfolios using modern copula techniques
    Author: Jäschke, Stefan
    Published: 2012
    Publisher:  Universitätsbibliothek Dortmund, Dortmund

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  6. 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