Narrow search
Showing 711 - 720 of 735,602
Cover Image
Testing for asymmetric dependence
Manner, Hans - 2008
Persistent link: https://www.econbiz.de/10003921284
Cover Image
Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.; Manner, Hans - 2008
Persistent link: https://www.econbiz.de/10003921287
Cover Image
Testing for structural changes in exchange rates' dependence beyond linear correlation
Dias, Alexandra; Embrechts, Paul - In: The European journal of finance 15 (2009) 7/8, pp. 619-637
Persistent link: https://www.econbiz.de/10003924421
Cover Image
Models for construction of multivariate dependence : a comparison study
Aas, Kjersti; Berg, Daniel - In: The European journal of finance 15 (2009) 7/8, pp. 639-659
Persistent link: https://www.econbiz.de/10003924424
Cover Image
Copula goodness-of-fit testing : an overview and power comparison
Berg, Daniel - In: The European journal of finance 15 (2009) 7/8, pp. 675-701
Persistent link: https://www.econbiz.de/10003924428
Cover Image
Asymmetric dependence patterns in financial time series
Ammann, Manuel; Süss, Stephan - In: The European journal of finance 15 (2009) 7/8, pp. 703-719
Persistent link: https://www.econbiz.de/10003924429
Cover Image
Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
Bouyé, Eric; Salmon, Mark H. - In: The European journal of finance 15 (2009) 7/8, pp. 721-750
Persistent link: https://www.econbiz.de/10003924430
Cover Image
Risk and return of reinsurance contracts under copula models
Eling, Martin; Toplek, Denis - In: The European journal of finance 15 (2009) 7/8, pp. 751-775
Persistent link: https://www.econbiz.de/10003924431
Cover Image
Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market
Guégan, Dominique; Zang, Jing - In: The European journal of finance 15 (2009) 7/8, pp. 777-795
Persistent link: https://www.econbiz.de/10003924432
Cover Image
Special issue: Copulae and multivariate probability distributions in finance
Dias, Alexandra (contributor) - 2009
Persistent link: https://www.econbiz.de/10003924434