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- Document type:
- Diplomarbeit
- Author(s):
- Natalia Belgorodski
- Title:
- Selecting pair-copula families for regular vines with application to the multivariate analysis of European stock market indices
- Advisor:
- Claudia Czado, Christian Libor, Mathias Hofmann
- Year:
- 2010
- Year / month:
- 2010-06
- Month:
- Jun
- Language:
- en
- University:
- Technische Universität München
- Faculty:
- Fakultät für Mathematik
- Format:
- Text
BibTeX