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(
Major :
ECON 3 - Doctorat en sciences -conomiques
Keyword :
Copulas , Multivariate count model , Optimal portfolio allocation , Value-at-Risk , Market microstructure
