Modelling extreme-value dependence in international stock markets.
Year of publication: |
2003
|
---|---|
Authors: | Poon, Ser-Huang ; Rockinger, Michael ; Tawn, Jonathan |
Subject: | QA Mathematics |
-
Semiparametric estimation for stationary processes whose spectra have an unknown pole
Hidalgo, Javier, (2005)
-
Read, Daniel, (2003)
-
Optimal investment with inside information and parameter uncertainty
Danilova, Albina, (2010)
- More ...
-
New Extreme-Value Dependence Measures and Finance Applications
Poon, Ser-Huang, (2001)
-
New Extreme-Value Dependance Measures and Finance Applications
POON, Ser-Huang, (2001)
-
New extreme-value dependance measures and finance applications
Poon, Ser-Huang, (2001)
- More ...