Nonparametric estimation of copulas of financial time series
Master's
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2010
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| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/13613 |
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sg-nus-scholar.10635-136132024-10-26T18:19:32Z Nonparametric estimation of copulas of financial time series CAO JIANFEI STATISTICS & APPLIED PROBABILITY CHEN SONG XI Copulas,Archimedean Copulas,plug-in method, generator function Master's MASTER OF SCIENCE 2010-04-08T10:34:46Z 2010-04-08T10:34:46Z 2004-03-18 Thesis CAO JIANFEI (2004-03-18). Nonparametric estimation of copulas of financial time series. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/13613 NOT_IN_WOS en |
| institution |
National University of Singapore |
| building |
NUS Library |
| continent |
Asia |
| country |
Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
Copulas,Archimedean Copulas,plug-in method, generator function |
| spellingShingle |
Copulas,Archimedean Copulas,plug-in method, generator function CAO JIANFEI Nonparametric estimation of copulas of financial time series |
| description |
Master's |
| author2 |
STATISTICS & APPLIED PROBABILITY |
| author_facet |
STATISTICS & APPLIED PROBABILITY CAO JIANFEI |
| format |
Theses and Dissertations |
| author |
CAO JIANFEI |
| author_sort |
CAO JIANFEI |
| title |
Nonparametric estimation of copulas of financial time series |
| title_short |
Nonparametric estimation of copulas of financial time series |
| title_full |
Nonparametric estimation of copulas of financial time series |
| title_fullStr |
Nonparametric estimation of copulas of financial time series |
| title_full_unstemmed |
Nonparametric estimation of copulas of financial time series |
| title_sort |
nonparametric estimation of copulas of financial time series |
| publishDate |
2010 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/13613 |
| _version_ |
1821202880005144576 |