Time-varying copula models for financial time series

Mroz, Magda

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Universität Ulm

Time-varying copula models for financial time series

dc:creator Mroz, Magda

2012

Degree

thesis:*

Level thesis:degree_level: thesis.doctoral
Grantor dc:publisher: Universität Ulm
Year: 2012

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Mroz, Magda

Subjects

dc:subject × 7

Heteroscedastic time series
Local power comparisons
Multivariate time series
Parameter homogeneity
Parametric copulas
SCOMDY
Statistical tests

Identifiers

dc:identifier.*

Repository record source_url: http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-82126
OAI identifier oai:identifier: oai:oparu.uni-ulm.de:123456789/2567

Chain of custody

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Harvested from: Universität Ulm
Base URL: oparu.uni-ulm.de/server/oai/request
Last updated: 2026-07-24
Source record: OAI-PMH GetRecord

related terms

Heteroscedastic time series
Local power comparisons
Multivariate time series
ulm-diss
thesis.doctoral
2012

citation

Mroz, Magda. Time-varying copula models for financial time series. thesis.doctoral thesis, Universität Ulm, 2012. http://nbn-resolving.de/urn:nbn:de:bsz:289-vts-82126

Time-varying copula models for financial time series

Degree

Author and committee

Subjects

Identifiers

Chain of custody

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