Multidimensional Copula Models for Parallel Development of the Us Bond Market Indices
Authors
Jozef Komorník
Faculty of Management Comenius University Odbojárov 10 SK-831-04, Bratislava, Slovakia
Magdaléna Komorníková
Magdalena.Komornikova@stuba.sk
Faculty of Civil Engineering STU Radlinského 11 SK-810-05, Bratislava, Slovakia
Tomáš Bacigál
Faculty of Civil Engineering STU Radlinského 11 SK-810-05, Bratislava, Slovakia
Cuong Nguyen
Faculty of Commerce Lincoln University NZ, Canterbury, New Zealand
Language: English
Page range: 61 - 73
Submitted on: Apr 13, 2017
Published on: Mar 23, 2018
Published by: Slovak Academy of Sciences, Mathematical Institute
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Related subjects:
© 2018 Jozef Komorník, Magdaléna Komorníková, Tomáš Bacigál, Cuong Nguyen, published by Slovak Academy of Sciences, Mathematical Institute
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.