Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963)
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scientific article; zbMATH DE number 6910045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula based multivariate semi-Markov models with applications in high-frequency finance |
scientific article; zbMATH DE number 6910045 |
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Copula based multivariate semi-Markov models with applications in high-frequency finance (English)
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25 July 2018
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finance
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stochastic processes
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applied probability
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portfolio analysis
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0.9058978
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0.8911008
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0.8892021
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0.8824277
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0.8787557
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0.8773018
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