Enzo Giacomini

MathSciNet


Ph.D. Humboldt-Universität zu Berlin 2009 Germany
Dissertation: Time Varying Adaptive Copulae and Dynamic Semiparametric Factor Models with Applications in Finance
Mathematics Subject Classification: 62—Statistics

Advisor 1: Wolfgang Karl Härdle
Advisor 2: Vladimir G. Spokoiny

No students known.

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