Modelando contágio financeiro através de cópulas

Modelando contágio financeiro através de cópulas

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Bibliographic Details
Main Author: Santos, Ricardo Pires de Souza
Other Authors: Escolas::EESP
Language:Portuguese
Published: 2011
Subjects:
Contágio
Cópulas variantes no tempo
Mercado financeiro - Previsão
Economia
Crise financeira
Mercado financeiro - Modelos matemáticos
Cópulas (Estatística matemática)
Online Access:http://hdl.handle.net/10438/8262

Internet

http://hdl.handle.net/10438/8262

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