Dynamic copulas for finance : an application to portfolio risk calculation

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Bibliographic Information

Title
"Dynamic copulas for finance : an application to portfolio risk calculation"
Statement of Responsibility
Valentin Braun
Publisher
  • Eul
Publication Year
  • 2011
Book size
21 cm

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Notes

Originally presented as the author's thesis (doctoral)--Goethe-Universität Frankfurt am Main, 2011

Includes bibliographical references (p. 153-157)

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