Vine Copulas For Multivariate Time Series Modelling, With An Application In Energy Finance
Translated title
Vine Copula Modeller For Tidsrækker, Med Anvendelse På Elmarkeder
Author
Valberg-Madsen, Janus Sejersbøll
Term
4. term
Education
Publication year
2019
Submitted on
2019-09-16
Pages
103
Keywords
statistik ; copula ; vine copula ; elmarkeder ; elhandel
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