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Change analysis for the dependence structure and dynamic pricing of basket default swaps
Li, Ping; Li, Ze-Zheng - In: European financial management : the journal of the … 21 (2015) 4, pp. 646-671
Persistent link: https://www.econbiz.de/10011408174
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Dynamic robust portfolio selection with copulas
Han, Yingwei; Li, Ping; Xia, Yong - In: Finance research letters 21 (2017), pp. 190-200
Persistent link: https://www.econbiz.de/10011807775
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Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks
Li, Jie; Li, Ping - In: Energy economics 93 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012643312
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Robust portfolio selection based on copula change analysis
Han, Yingwei; Li, Ping; Li, Jie; Wu, Sanmang - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 15, pp. 3635-3645
Persistent link: https://www.econbiz.de/10012423664