Publisher University of Cambridge, Faculty of Economics
Publication date 2008
Publication location Cambridge
Language English
Topics
Distribution (Probability theory)
Copulas (Mathematical statistics)
Stocks :: Rate of return :: Econometric models
Portfolio management :: Statistical methods
Catalogue Data
OBNB ID GBA975985
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
ISBD
P1053 35, [6] p.
P1042 Includes bibliographical references.
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When is a copula constant? : a test for changing relationships by Fabio Busetti. Published by University of Cambridge, Faculty of Economics in 2008. Publication and catalogue information, links to buy online and reader comments.