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Disentangled jump-robust realized covariances and correlations with non-synchronous prices
Vander Elst, Harry; Veredas, David - 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 - 2015
Persistent link: https://www.econbiz.de/10011289133
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Multivariate hill estimators
Dominicy, Yves; Ilmonen, Pauliina; Veredas, David - 2014
Persistent link: https://www.econbiz.de/10011289450
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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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Short selling in the tails
Geraci, Marco Valerio; Garbaravicius, Tomas; Veredas, David - 2016
Persistent link: https://www.econbiz.de/10011672440
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Surfing through the GFC : systemic risk in Australia
Dungey, Mardi H.; Luciani, Matteo; Matei, Marius; … - 2015
Persistent link: https://www.econbiz.de/10011289130