NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"dépendance dess queueing"" "subject:"dépendance dess queuing""

1

Asymmetric dependence modeling and implications for international diversification and risk management

Tsafack Kemassong, Georges Desire January 2007 (has links)
Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal.
Corrélation asymétrique
Dépendance asymétrique
Copule
Dépendance des queues
GARCH
Modèles à changement de régime
Finance internationale
Valeur à risque
DCC
Mesures cohérentes de risque
Sous-additivité
Distributions à queues épaisses
Distributions stables

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