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A master's thesis from Aalborg University
Book cover


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

Term

4. term

Education

Mathematics-Economics, Master

Publication year

2019

Submitted on

Pages

103

Keywords

statistik ; copula ; vine copula ; elmarkeder ; elhandel

Documents

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