Comments on: Inference in multivariate Archimedean copula models
No abstract is available for this item.
Volume (Year): 20 (2011)
Issue (Month): 2 (August)
|Contact details of provider:|| Web page: http://www.springerlink.com/link.asp?id=120411|
|Order Information:||Web: http://link.springer.de/orders.htm|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Schmidt, Rafael & Schmieder, Christian, 2007.
"Modelling dynamic portfolio risk using risk drivers of elliptical processes,"
Discussion Paper Series 2: Banking and Financial Studies
2007,07, Deutsche Bundesbank, Research Centre.
- Schmidt, Rafael & Schmieder, Christian, 2009. "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 229-244, April.
- Dhaene, Jan & Tsanakas, Andreas & Emiliano, Valdez & Steven, Vanduffel, 2009.
"Optimal capital allocation principles,"
13574, University Library of Munich, Germany.
When requesting a correction, please mention this item's handle: RePEc:spr:testjl:v:20:y:2011:i:2:p:257-262. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla)or (Christopher F Baum)
If references are entirely missing, you can add them using this form.