Asymmetric dependence modeling and implications for international diversification and risk management
| dc.contributor.advisor | Garcia, René | |
| dc.contributor.author | Tsafack Kemassong, Georges Desire | |
| dc.date.accessioned | 2008-02-05T17:03:37Z | |
| dc.date.available | 2008-02-05T17:03:37Z | |
| dc.date.issued | 2008 | |
| dc.date.submitted | 2007 | |
| dc.identifier.uri | http://hdl.handle.net/1866/2157 | |
| dc.subject | Corrélation asymétrique | |
| dc.subject | Dépendance asymétrique | |
| dc.subject | Copule | |
| dc.subject | Dépendance des queues | |
| dc.subject | GARCH | |
| dc.subject | Modèles à changement de régime | |
| dc.subject | Finance internationale | |
| dc.subject | Valeur à risque | |
| dc.subject | DCC | |
| dc.subject | Mesures cohérentes de risque | |
| dc.subject | Sous-additivité | |
| dc.subject | Distributions à queues épaisses | |
| dc.subject | Distributions stables | |
| dc.title | Asymmetric dependence modeling and implications for international diversification and risk management | |
| dc.type | Thèse ou mémoire / Thesis or Dissertation | |
| etd.degree.discipline | Sciences économiques | fr |
| etd.degree.grantor | Université de Montréal | fr |
| etd.degree.level | Doctorat / Doctoral | |
| etd.degree.name | Ph. D. | |
| dcterms.description | Thèse numérisée par la Direction des bibliothèques de l'Université de Montréal. | fr |
| dcterms.language | eng |
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