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Number of items: 2.

Grziska, Martin (2014): Multivariate GARCH and dynamic copula models for financial time series: with an application to emerging markets. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

Racheva-Iotova, Borjana (2010): An Integrated System for Market Risk, Credit Risk and Portfolio Optimization Based on Heavy-Tailed Medols and Downside Risk Measures. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics

This list was generated on Sun Dec 4 19:05:01 2022 CET.