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- 1.0495188 - NHÚ 2019 RIV GB eng M - Monography Chapter
Anatolyev, Stanislav - Khabibullin, R. - Prokhorov, A.
Estimating asymmetric dynamic distributions in high dimensions.
Asymmetric dependence in finance: diversification, correlation and portfolio management in market downturns. Chichester: Wiley, 2018 - (Alcock, J.; Satchell, S.), s. 169-220. ISBN 9781119289012
Institutional support: RVO:67985998
Keywords : asymmetric dynamic distributions * bivariate copula * GARCH-type application
OECD category: Applied Economics, Econometrics
Permanent Link: http://hdl.handle.net/11104/0288204