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Disentangled jump-robust realized covariances and correlations with non-synchronous prices
Vander Elst, Harry
;
Veredas, David
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2014
Persistent link: https://www.econbiz.de/10010418993
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Smoothing it out : empirical and simulation results for disentangled realized covariances
Vander Elst, Harry
;
Veredas, David
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2015
Persistent link: https://www.econbiz.de/10011289133
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3
Multivariate hill estimators
Dominicy, Yves
;
Ilmonen, Pauliina
;
Veredas, David
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2014
Persistent link: https://www.econbiz.de/10011289450
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4
The emergence of systemically important insurers
Dungey, Mardi H.
;
Luciani, Matteo
;
Veredas, David
-
2014
Persistent link: https://www.econbiz.de/10011289451
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5
Short selling in the tails
Geraci, Marco Valerio
;
Garbaravicius, Tomas
;
Veredas, David
-
2016
Persistent link: https://www.econbiz.de/10011672440
Saved in:
6
Surfing through the GFC : systemic risk in Australia
Dungey, Mardi H.
;
Luciani, Matteo
;
Matei, Marius
; …
-
2015
Persistent link: https://www.econbiz.de/10011289130
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