02458nam0 2200589 i 450 VAN012384120230703113954.603N978366254486020191003d2017 |0itac50 baengDE|||| |||||Applied Quantitative FinanceWolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors3. edBerlinSpringer2017x, 372 p.ill.24 cm001VAN00365262001 Statistics and computing210 Berlin [etc.]SpringerVAN0235420Applied Quantitative Finance156231591GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF00B15Collections of articles of miscellaneous specific interest [MSC 2020]VANC023985MF91-XXGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]VANC025601MF62PxxApplications of statistics [MSC 2020]VANC027777MFCopulaKW:KCopula modellingKW:KCredit riskKW:KCryptocurrencyKW:KDefault modelingKW:KDynamics risk measurementKW:KHigh-frequency dataKW:KMarket riskKW:KNetwork riskKW:KPortfolioKW:KQuantitative FinanceKW:KQuantitative methodsKW:KRisk managementKW:KSystemic riskKW:KTime varying quantile lassoKW:KValue at riskKW:KVolatilityKW:KBerlinVANL000066ChenCathy Yi-HsuanVANV095298HärdleWolfgang KarlVANV081192OverbeckLudgerVANV095299Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-662-54486-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0123841BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0567 08eMF567 20191003 Applied Quantitative Finance1562315UNICAMPANIA