Vine Copulas For Multivariate Time Series Modelling, With An Application In Energy Finance
Student thesis: Master thesis (including HD thesis)
- Janus Sejersbøll Valberg-Madsen
4. term, Mathematics-Economics, Master (Master Programme)
| Language | English |
|---|---|
| Publication date | 16 Sep 2019 |
| Number of pages | 103 |