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Jadran Dobric | Semantic Scholarwww.semanticscholar.org › author › Jadran-Dobric
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Semantic Scholar profile for Jadran Dobric, with 30 highly influential citations and 4 scientific research papers.
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Jadran Dobric - The Mathematics Genealogy Project
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Jadran Dobric. MathSciNet. Ph.D. Universität zu Köln Germany. Dissertation: Nichtparametrische Inferenz für Copulas: Quantitative Risikoanalyse für den ...
Bücher
Nichtparametrische Inferenz für Copulas: Quantitative Risikoanalysen für den deutschen Finanzmarkt
von Jadran Dobric, Shaker, 2008, Taschenbuch
Dependence of Stock Returns in Bull and Bear Markets - EconBiz
www.econbiz.de
Despite of its many shortcomings, Pearson’s rho is often used as an association measure for stock returns. A conditional version of Spearman’s rho is suggested...
Nonparametric estimation of the lower tail dependence lL in ...
dialnet.unirioja.es
Nonparametric estimation of the lower tail dependence lL in bivariate copulas. Autores: Jadran Dobric, Friedrich Schmid; Localización: Quality control and ...
Einen Moment, bitte...
www.hugendubel.de
Nichtparametrische Inferenz für Copulas: Quantitative Risikoanalysen für den deutschen Finanzmarkt, Buch von Jadran Dobric bei hugendubel.de. Portofrei...
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Full text of "NASA Technical Reports Server (NTRS) :...
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... Cologne Bjoern Goetsch University of Cologne Cologne, Germany Benjamin Peter Forsyth, Sascha Albers, Jadran Dobric, and Werner Delfmann for their ...
Dokumente zum Namen
Copula Theory and Its Applications in Computer Networks by Fang ...
dspace.library.uvic.ca
[26] Jadran Dobric and Friedrich Schmid. Testing goodness of fit for parametric families of copulasapplication to financial data. Communications in Statistics–.
Program (.pdf 616 KB) - Feweb - Vrije Universiteit Amsterdam
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Co-Author(s): Andreas Schabert, University of Cologne. TRADE CREDIT, BANK LENDING Co-Author(s): Jadran Dobric, Universität zu Köln.
Copulas und Korrelationsasymmetrien Theorie und empirische Analyse am...
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Folie 1 Copulas und Korrelationsasymmetrien Theorie und empirische Analyse am DAX Mai Jadran Dobrić, Kreditrisiko-Controlling WGZ BANK Gruppe...
Copulas und Korrelationsasymmetrien Theorie PDFSLIDE.NETpdfslide.net › Documents
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· ... Theorie und empirische Analyse am DAX Mai Jadran Dobrić, Kreditrisiko-Controlling WGZ BANK Gruppe Methoden Folie…
Wissenschaftliche Veröffentlichungen
Jadran Dobric - dblpdblp.org › Persons
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Jadran Dobric, Friedrich Schmid: A goodness of fit test for copulas based on Rosenblatt's transformation. Comput. Stat. Data Anal. 51(9): (2007) ...
Index of /~kirsch/Feeds/J/JA - CIP-Pool Informatikcip.uni-trier.de › ~kirsch › Feeds
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... Jadin C. Jackson.xml · Jado Ryu.xml · Jadran Dobric.xml · Jadran Lenarcic.xml · Jadran Maracic.xml · Jadran Vrabec.xml · Jadranka Alilovic-Curgus.xml ...
[PDF] MODELING SYSTEMIC RISK CONTRIBUTION USING COPULAelpub.bib.uni-wuppertal.de › servlets › DerivateServlet › Derivate-6232
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Jadran Dobric, Gabriel Frahm, and Friedrich Schmid. Dependence of stock returns in bull and bear markets. Discussion Papers in Statistics and Econo-.
Veröffentlichungen allgemein
A goodness of fit test for copulas based on Rosenblatt's transformationeconpapers.repec.org › RePEc:eee:csdana:v:51:y:20...
econpapers.repec.org
By Jadran Dobric and Friedrich Schmid; A goodness of fit test for copulas based on Rosenblatt's transformation.
Karl C. Mosler - Wikidatawww.wikidata.org › wiki
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Jadran Dobric. 1 reference. stated in · Mathematics Genealogy Project · Sandra Gaißer. 1 reference. stated in · Mathematics Genealogy Project.
Dependence of Stock Returns in Bull and Bear Markets - EconPaperseconpapers.repec.org › RePEc:vrs:demode:v:1:y:20...
econpapers.repec.org
· Dobric Jadran (), Frahm Gabriel () and Schmid Friedrich (-koeln.de)
Sonstiges
Boekhandel Libris Venstra | Jadran Dobric
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De zoekopdracht leverde 4 resultaten op. Nichtparametrische Inferenz für Copulas: Quantitative Risikoanalysen für den deutschen Finanzmarkt · Jadran Dobric.
Dobric, Jadran - alle Bücher Online
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✅ Dobric, Jadran: ✅ : Hier finden Sie alle Bücher und Publikationen des Autors auf buch-findr.de
Nonparametric estimation of the lower tail dependence λ...
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This article was downloaded by: [Georgetown University] On: 29 August 2014, At: 08:56 Publisher: Taylor & Francis Informa Ltd Registered in England and Wales...
Beschreibende Statistik und Wirtschaftsstatistik, 3.Auflage - PDF...
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Springer-Lehrbuch Karl Mosler•Friedrich SchmidBeschreibende Statistik and Wirtschaftsstatistik Dritte AuflageM...
Beschreibende Statistik und Wirtschaftsstatistik - PDF Free Downloaddocplayer.org › Beschreibende-statistik-und-wirtschaftsstatistik
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Genannt seien die Herren Dr. Eckard Gröhn, Jadran Dobric, Jens Kahlenberg, Axel Schmidt und Florian Wessels. Sie haben das Manuskript mehrfach gelesen und ...
Dependence of Stock Returns in Bull and Bear Markets - EuDMLeudml.org › doc
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Jadran Dobric, Gabriel Frahm, and Friedrich Schmid. "Dependence of Stock Returns in Bull and Bear Markets." Dependence Modeling 1 (2013):
Wahrscheinlichkeitsrechnung und schließende Statistik - PDF Free...
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Springer-Lehrbuch Karl Mosler ´ Friedrich SchmidWahrscheinlichkeitsrechnung und schlieûende Statistik Zweite, verbe...
Wahrscheinlichkeitsrechnung und schließende Statistik [2., verb ...dokumen.pub › wahrscheinlichkeitsrechnung-und-schlieende-statistik-2-ve...
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Cenannt seien Prau Nana Dyckerhoff sowie die Herren Dr. Eckard Crohn, Jadran Dobric, Jens Kahlenberg, Christoph Scheicher und Axel Schmidt.
Dependence Modeling
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Jadran Dobric, Gabriel Frahm, Friedrich Schmid · Dependence Modeling > > 1 > Despite of its many shortcomings, Pearson's rho is often used as ...
DML-PL - Yadda
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Jadran Dobric , Gabriel Frahm , Friedrich Schmid · Dependence Modeling. | |. tom EN. Despite of its many shortcomings, Pearson's rho is often ...
Dependence of Stock Returns in Bull and Bear Markets - Dependence...
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Autorzy. Jadran Dobric , Gabriel Frahm , Friedrich Schmid. Treść / Zawartość ... University of Cologne, Germany. Bibliografia. [1] A. Ang and J.
Nonparametric estimation of the lower tail dependence λ L in...
www.semanticscholar.org
OF ECONOMIC AND SOCIAL STATISTICS UNIVERSITY OF COLOGNE No Dependence of Stock Returns in Bull and Bear Markets by Jadran Dobrić.
Verwandte Suchanfragen zu Jadran Dobric
| Florian Wessels Jens Kahlenberg Axel Schmidt | Gabriel Frahm Sabrina Zajusch Monika Abraham | Bernhard Babel |
Personen Vorname "Jadran" (18) Name "Dobric" (83) |
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