LEADER 02458nam0 2200589 i 450 001 VAN0123841 005 20230703113954.603 017 70$2N$a9783662544860 100 $a20191003d2017 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aApplied Quantitative Finance$fWolfgang Karl Härdle, Cathy Yi-Hsuan Chen, Ludger Overbeck editors 205 $a3. ed 210 $aBerlin$cSpringer$d2017 215 $ax, 372 p.$cill.$d24 cm 410 1$1001VAN0036526$12001 $aStatistics and computing$1210 $aBerlin [etc.]$cSpringer 500 1$3VAN0235420$aApplied Quantitative Finance$91562315 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF 606 $a00B15$xCollections of articles of miscellaneous specific interest [MSC 2020]$3VANC023985$2MF 606 $a91-XX$xGame theory, economics, finance, and other social and behavioral sciences [MSC 2020]$3VANC025601$2MF 606 $a62Pxx$xApplications of statistics [MSC 2020]$3VANC027777$2MF 610 $aCopula$9KW:K 610 $aCopula modelling$9KW:K 610 $aCredit risk$9KW:K 610 $aCryptocurrency$9KW:K 610 $aDefault modeling$9KW:K 610 $aDynamics risk measurement$9KW:K 610 $aHigh-frequency data$9KW:K 610 $aMarket risk$9KW:K 610 $aNetwork risk$9KW:K 610 $aPortfolio$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aQuantitative methods$9KW:K 610 $aRisk management$9KW:K 610 $aSystemic risk$9KW:K 610 $aTime varying quantile lasso$9KW:K 610 $aValue at risk$9KW:K 610 $aVolatility$9KW:K 620 $dBerlin$3VANL000066 702 1$aChen$bCathy Yi-Hsuan$3VANV095298 702 1$aHärdle$bWolfgang Karl$3VANV081192 702 1$aOverbeck$bLudger$3VANV095299 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20240614$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-662-54486-0$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0123841 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0567 $e08eMF567 20191003 996 $aApplied Quantitative Finance$91562315 997 $aUNICAMPANIA