Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk

Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan

Chen, Yi-Hsuan, (2008)

Estimating hedged portfolio value-at-risk using the conditional copula: An illustration of model risk

Chen, Yi-Hsuan, (2013)

Dependence structure between the credit default swap return and the kurtosis of the equity return distribution: Evidence from Japan

Chen, Yi-Hsuan, (2008)