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- Document type:
- Masterarbeit
- Author(s):
- Dominik Neubauer
- Title:
- Return and VaR Prediction of Equity Portfolios Using DAG and R-Vine Copula Based Models
- Advisor:
- Claudia Czado, Alexander Bauer
- Referee:
- Claudia Czado
- Year:
- 2013
- Month:
- Feb
- Language:
- en
- University:
- Technische Universität München
- Faculty:
- Fakultät für Mathematik
- TUM Institution:
- Lehrstuhl für Mathematische Statistik
- Format:
- Text
BibTeX