Renat Khabibullin

Barclays Investment Bank

5 The North Colonnade

London, Canary Wharf E14 4BB

United Kingdom

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Scholarly Papers (1)

1.

Reconstructing High Dimensional Dynamic Distributions from Distributions of Lower Dimension

Number of pages: 29 Posted: 20 Mar 2012
Stanislav Anatolyev, Renat Khabibullin and Artem Prokhorov
New Economic School, Barclays Investment Bank and Concordia University, Quebec - Department of Economics
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Abstract:

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multivariate distribution, univariate distribution, copula, asset returns