A kapcsolatszorosság mérése m-dimenziós kopulákkal és értékpapírportfólió-alkalmazások
[Measuring dependence with m-dimensional copulas and applications of this]
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- Michael J. Wichura, 1988. "The Percentage Points of the Normal Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 37(3), pages 477-484, November.
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JEL classification:
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
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