DocumentCode
6091
Title
Econometric analysis of financial count data and portfolio choice : a dynamic approach
Author
Pierre Giot Membre du jury استاد مشاور , Scaillet Olivier استاد مشاور , Lehmann Bruce استاد راهنما
University
UCL )Les Bibliotheques de L,Universite Catholique de Louvain(
Grade
دكتري
Major
ECON 3 - Doctorat en sciences -conomiques
Number of pages
0
Publish Date
2005
Keyword
Copulas , Multivariate count model , Optimal portfolio allocation , Value-at-Risk , Market microstructure
Note
01
Language
انگليسي
Link To Document