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Dependencies of Extreme Events in Finance
Company: University of Ulm
Year Of Publication: 2003
Month Of Publication: May
Pages: 221
Download Count: 463
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Comment Num: 0
Language: EN
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Who Can Read: Free
Date: 3-25-2007
Publisher: Administrator
Summary
The main aim of this dissertation concerns the modelling and statistical investigationof dependencies between extreme events. Several simulation studies and data analysisemphasis the applicability of the obtained concepts and results to finance. Further,various integrative distribution models are proposed to describe more realistic modelsfor financial assets.
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Schmidt, Rafael Sign in to follow this author
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