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How long memory in volatility...
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ECONIS (ZBW)
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1
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
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2
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:
3
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:
4
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:
5
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
Saved in:
6
Pair-copulas modeling in finance
Mendes, Beatriz Vaz de Melo
;
Semeraro, Mariângela Mendes
; …
- In:
Financial markets and portfolio management
24
(
2010
)
2
,
pp. 193-213
Persistent link: https://www.econbiz.de/10003983974
Saved in:
7
Copula based models for serial dependence
Mendes, Beatriz Vaz de Melo
;
Aíube, Cecília
- In:
International journal of managerial finance : IJMF
7
(
2011
)
1
,
pp. 68-82
Persistent link: https://www.econbiz.de/10008992011
Saved in:
8
On the dependence structure of realized volatilities
Mendes, Beatriz Vaz de Melo
;
Accioly, Victor Bello
- In:
International review of financial analysis
22
(
2012
),
pp. 1-9
Persistent link: https://www.econbiz.de/10010219700
Saved in:
9
Choosing an optimal investment strategy : the role of robust pair-copulas based portfolios
Mendes, Beatriz Vaz de Melo
;
Maruqes, Daniel S.
- In:
Emerging markets review
13
(
2012
)
4
,
pp. 449-464
Persistent link: https://www.econbiz.de/10009675835
Saved in:
10
Local estimation of dynamic copula models
Mendes, Beatriz Vaz de Melo
;
Melo, Eduardo F. L. de
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 241-258
Persistent link: https://www.econbiz.de/10008860402
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