%0
Generic
%T
High Dimensional Financial Engineering: Dependence Modeling and Sequential Surveillance
%A Xu, Yafei
%A Okhrin, Ostap
%A Droge, Bernd
%I Humboldt-Universität zu Berlin
%K Financial engineering
%K Pricing
%K Credit
%K Econometrics
%K Financial Engineering
%K Kopula
%K Nichtparametrisches Verfahren
%K Collateralized debt obligation
%K Kreditderivat
%K (stw)Financial Engineering
%K (stw)Multivariate Verteilung
%K (stw)Nichtparametrisches Verfahren
%K (stw)Kreditderivat
%K Credit Default Swap Index Tranche
%K Convex Combination von Kopulas
%K R-Paket
%K Control-Chart
%K Copula
%K Convex Combination of Copulas
%K Nonparametric Multivariate Statistical Process Control
%K R Package
%D 2018
%C Humboldt-Universität zu Berlin
%C Berlin
%U http://slubdd.de/katalog?TN_libero_mab2