@article{1+2011+543+577,
url = {https://doi.org/10.3790/kuk.44.4.543},
title = {Über die Vorteilhaftigkeit von Copula-GARCH-Modellen im finanzwirtschaftlichen Risikomanagement},
title = {},
author = {1 1},
pages = {543--577},
volume = {44},
number = {4},
journal = {Credit and Capital Markets – Kredit und Kapital},
doi = {doi:10.3790/kuk.44.4.543},
year = {2011},
lastchecked = {2011-10-01}
}