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Modelling structural changes in relations between returns of selected REIT indexes

  1. CREPC201502 CREPC201503 CREPC201506
    Title statementModelling structural changes in relations between returns of selected REIT indexes
    Main entry-name Komorník, Jozef, 1950- (Author)
    Another responsib. Komorníková, Magda, 1949- (Author) - SvF Katedra matematiky a deskriptívnej geometrie
    Nguyen, Cuong (Author)
    Translated titleModelovanie štrukturálnych zmien vo vzťahoch medzi výnosmi vybraných REIT indexov
    In ASMDA 2013 / Applied Stochastic Models and Data Analysis International Conference. -- ISAST: International Society for the Advancement of Science and Technology, 2013. -- ISBN 978-618-80698-2-4. -- S. 541-548
    Subj. Headings Archimedean copula
    copulas
    kopule
    LanguageEnglish
    URLhttp://www.asmda.es/images/1Proceedings_ASMDA_2013_J-L.pdf
    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
    Year2014
    article

    article

Number of the records: 1  

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