Original title: Modelování vícerozměrných závislostí pomocí kopula funkcí
Translated title: Multivariate Dependence Modeling using Copulas
Authors: Klaus, Marek ; Šopov, Boril (advisor) ; Gapko, Petr (referee)
Document type: Rigorous theses
Year: 2013
Language: eng
Abstract: [eng] [cze]

Keywords: Copula; Dependency; MGARCH; Non-normal multivariate distribution; Copula; MGARCH; nenormální vícerozměrné rozdělení; závislost náhodných veličin

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/60917

Permalink: http://www.nusl.cz/ntk/nusl-481413


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Rigorous theses
 Record created 2022-05-08, last modified 2022-05-08


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