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Multidimensional Copula Models for Parallel Development of the Us Bond Market Indices Cover

Multidimensional Copula Models for Parallel Development of the Us Bond Market Indices

Open Access
|Mar 2018

Authors

Jozef Komorník

Jozef.Komornik@fm.uniba.sk

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

Tomas.Bacigal@stuba.sk

Faculty of Civil Engineering STU Radlinského 11 SK-810-05, Bratislava, Slovakia

Cuong Nguyen

Cuong.Nguyen@lincoln.ac.nz

Faculty of Commerce Lincoln University NZ, Canterbury, New Zealand
DOI: https://doi.org/10.1515/tmmp-2017-0014 | Journal eISSN: 1338-9750 | Journal ISSN: 12103195
Language: English
Page range: 61 - 73
Submitted on: Apr 13, 2017
|
Published on: Mar 23, 2018
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:

© 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.