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How long memory in volatility affects true dependence structure
Mendes, Beatriz Vaz de Melo
;
Kolev, Nikolai
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1070-1086
Persistent link: https://www.econbiz.de/10003792442
Saved in:
2
An application of Kendall distributions
Anjos, Ulisses dos
;
Kolev, Nikolai
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 95-101
Persistent link: https://www.econbiz.de/10002749740
Saved in:
3
Random sums of exchangeable variables and actuarial applications
Kolev, Nikolai
;
Paiva, Delhi
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 147-153
Persistent link: https://www.econbiz.de/10003681682
Saved in:
4
A law of uniform seniority for dependent lives
Genest, Christian
;
Kolev, Nikolai
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 726-743
Persistent link: https://www.econbiz.de/10012653669
Saved in:
5
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
Gobbi, Fabio
;
Kolev, Nikolai
;
Mulinacci, Sabrina
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10012793931
Saved in:
6
Joint life insurance pricing using extended Marshall-Olkin models
Gobbi, Fabio
;
Kolev, Nikolai
;
Mulinacci, Sabrina
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 409-432
Persistent link: https://www.econbiz.de/10012056598
Saved in:
7
A conditional approach for risk estimation
Mendes, Beatriz Vaz de Melo
- In:
Journal of risk
11
(
2008/09
)
1
,
pp. 33-55
Persistent link: https://www.econbiz.de/10003775645
Saved in:
8
Extreme market events in Latin American stock markets
Ferreira, Rita Rodrigues
;
Mendes, Beatriz Vaz de Melo
; …
- In:
Journal of emerging markets
5
(
2000
)
1
,
pp. 21-48
Persistent link: https://www.econbiz.de/10001510126
Saved in:
9
Value-at-risk and extreme returns in Asian Stock markets
Silva, André L. C. da
;
Mendes, Beatriz Vaz de Melo
- In:
International journal of business
8
(
2003
)
1
,
pp. 17-40
Persistent link: https://www.econbiz.de/10001767425
Saved in:
10
Portfolio management with semi-parametric bootstrapping
Mendes, Beatriz Vaz de Melo
;
Leal, Ricardo Pereira Câmara
- In:
Journal of risk management in financial institutions
3
(
2009/10
)
2
,
pp. 174-183
Persistent link: https://www.econbiz.de/10003963539
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