Media type: Book; Thesis Title: Dynamic copulas for finance : an application to portfolio risk calculation Contributor: Braun, Valentin [Author] Published: Lohmar; Köln: Eul, 2011 Published in: Reihe Quantitative Ökonomie ; 16600 Issue: 1. Aufl. Extent: XVI, 157 S.; graph. Darst; 21 cm Language: English ISBN: 9783844100402 RVK notation: QK 810 : Portfolioanalyse und -management Keywords: Portfolio Selection > Risikoanalyse > Kopula > Dynamische Analyse Origination: University thesis: Zugl.: Frankfurt am Main, Univ., Diss., 2011 Footnote: Literaturverz. S. 153 - 157
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