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Multidimensional copula models of dependencies between selected international financial market indexes

  1. Title statementMultidimensional copula models of dependencies between selected international financial market indexes
    Main entry-name (Author) Bacigál, Tomáš, 1980- - SvF Katedra matematiky a deskriptívnej geometrie
    Another responsib. (Author) Komorníková, Magda, 1949- Z1 - SvF Katedra matematiky a deskriptívnej geometrie
    (Author) Komorník, Jozef, 1950-
    Translated titleViacrozmerné modely závislosti založené na kopuliach medzi vybranými medzinárodnými finančnými indexmi trhu
    In Information Technology, Systems Research, and Computational Physics [[383] s.] / International Multi-Conference on Computational Science (CS 2018). -- Cham : Springer Nature, 2020. -- ISBN 978-3-030-18057-7. -- S. 347-360
    Subj. Headings copula
    tail dependence
    vine copula
    LanguageEnglish
    Document kindRZB - článok zo zborníka
    CategoryAFC - Reports at international scientific conferences
    Category (from 2022)V2 - Vedecký výstup publikačnej činnosti ako časť editovanej knihy alebo zborníka
    In databases WOS: 000493382100028
    DOI: 10.1007/978-3-030-18058-4_28
    SCOPUS: 2-s2.0-85065421130
    Year2020
    article

    article

Number of the records: 1  

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