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Advances in the pricing of collateralized debt obligations
Brommundt, Bernd Michael - 2009
Persistent link: https://www.econbiz.de/10003884149
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Approximationen erster Ordnung für operationelle Risiken unter Abhängigkeiten
Böcker, Klaus; Klüppelberg, Claudia - In: Risikomanagement und kapitalmarktorientierte …, (pp. 403-420). 2009
Persistent link: https://www.econbiz.de/10003861248
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Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo; Santucci de Magistris, Paolo - 2009
Persistent link: https://www.econbiz.de/10003863172
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Copula-based characterizations for higher order Markov processes
Ibragimov, Rustam Ju. - In: Econometric theory 25 (2009) 3, pp. 819-846
Persistent link: https://www.econbiz.de/10003864192
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A method of moments estimator of tail dependence in elliptical copula models
Krajina, Andrea - 2009
Persistent link: https://www.econbiz.de/10003865602
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Modeling and management of nonlinear dependencies : Copulas in dynamic financial analysis
Eling, Martin; Toplek, Denis - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 651-681
Persistent link: https://www.econbiz.de/10003877767
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Modellierung diskreter Variablen mittels Copulas : eine simulative und empirische Untersuchung am Beispiel der Marktforschung
Meinel, Nina - 2009 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003879307
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Copulas and temporal dependence
Beare, Brendan (contributor) - 2008
Persistent link: https://www.econbiz.de/10003782404
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On the construction of copulas and quasi-copulas with given diagonal sections
Nelsen, Roger B.; Quesada-Molina, José Juan; … - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 473-483
Persistent link: https://www.econbiz.de/10003733058
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Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans; Candelon, Bertrand - 2007
Persistent link: https://www.econbiz.de/10003647683