Markov-Switching copula models for dependence analysis in time series

dc.contributor.advisor	Casarin, Roberto	it_IT
dc.contributor.author	Fardel, Victor <1990>	it_IT
dc.date.accessioned	2014-06-08	it_IT
dc.date.accessioned	2014-09-20T08:50:21Z
dc.date.available	2014-09-20T08:50:21Z
dc.date.issued	2014-06-17	it_IT
dc.identifier.uri	http://hdl.handle.net/10579/4815
dc.description.abstract		it_IT
dc.language.iso	en	it_IT
dc.publisher	Università Ca' Foscari Venezia	it_IT
dc.rights	© Victor Fardel, 2014	it_IT
dc.title	Markov-Switching copula models for dependence analysis in time series	it_IT
dc.title.alternative		it_IT
dc.type	Master's Degree Thesis	it_IT
dc.degree.name	Economia e finanza	it_IT
dc.degree.level	Laurea magistrale	it_IT
dc.degree.grantor	Dipartimento di Economia	it_IT
dc.description.academicyear	2013/2014, sessione estiva	it_IT
dc.rights.accessrights	openAccess	it_IT
dc.thesis.matricno	850901	it_IT
dc.subject.miur	SECS-P/05 ECONOMETRIA	it_IT
dc.description.note		it_IT
dc.degree.discipline		it_IT
dc.contributor.co-advisor		it_IT
dc.date.embargoend		it_IT
dc.provenance.upload	Victor Fardel (850901@stud.unive.it), 2014-06-08	it_IT
dc.provenance.plagiarycheck	Roberto Casarin (r.casarin@unive.it), 2014-06-16	it_IT