Portfolio optimization of dynamic Copula models for dependent financial data using change point approach

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dc.contributor.authorKIZILOK KARA, Emel; ACIK KEMALOGLU, Sibel
dc.date.accessioned2019-04-22T09:00:32Z
dc.date.available2019-04-22T09:00:32Z
dc.identifier.endpage188tr_TR
dc.identifier.issn1303-5991
dc.identifier.startpage175tr_TR
dc.identifier.urihttp://hdl.handle.net/20.500.12575/61294
dc.identifier.urihttps://doi.org/10.1501/Commua1_0000000768
dc.relationAnkara Üniversitesi Fen Fakültesitr_TR
dc.relation.isversionof10.1501/Commua1_0000000768
dc.relation.journalCommunications, Series A1:Mathematics and Statisticstr_TR
dc.titlePortfolio optimization of dynamic Copula models for dependent financial data using change point approachtr_TR

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