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Copula-based factor models for multivariate asset returns:
Ivanov, Eugen
;
Min, Aleksey
;
Ramsauer, Franz
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/39551. , 2017
Link:
https://opus.bibliothek.uni-augsburg.de/opus4/frontdoo..
RT Journal T1 <Title>Copula-based factor models for multivariate asset returns</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftunivaugsburg:oai:uni-augsburg.opus-bayern.de:39551&Exemplar=1&LAN=DE A1 Ivanov, Eugen A1 Min, Aleksey A1 Ramsauer, Franz YR 2017 JF https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/39551 LK http://dx.doi.org/https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/39551 DO https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/39551 SF ELIB - SuUB Bremen
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