|
Sep 17 2021 |
Elie Bouri , Rangan Gupta , Chi keung marco Lau and David Roubaud |
|
Risk aversion and Bitcoin returns in extreme quantiles |
|
Abstract Contact Information Citation Full Text - Note |
|
Jul 18 2021 |
Francis Petterini and Akauã Flores |
|
Copula econometrics to simulate effects of private policing on crime |
|
Abstract Contact Information Citation Full Text - Note |
|
Mar 10 2021 |
Masao Kumamoto and Juanjuan Zhuo |
|
Hedge and safe haven status of Bitcoin: copula-DCC approach |
|
Abstract Contact Information Citation Full Text - Note |
|
Feb 02 2019 |
Jamal Bouoiyour , Refk Selmi and Mark E. Wohar |
|
Bitcoin: competitor or complement to gold? |
|
Abstract Contact Information Citation Full Text - Preliminary Result |
|
Dec 10 2018 |
Graziella Bonanno and Filippo Domma |
|
Cost Efficiency, Asymmetry and Dependence in US electricity industry |
|
Abstract Contact Information Citation Full Text - Note |
|
Mar 20 2017 |
Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang |
|
Extreme Risk Value and Dependence Structure of the China Securities Index 300 |
|
Abstract Contact Information Citation Full Text - Note |
|
Apr 18 2013 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
|
Pair Copula Construction based Expected Shortfall estimation |
|
Abstract Contact Information Citation Full Text - Note |
|
Dec 19 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
|
Copula based Dynamic Hedging Strategy with Futures |
|
Abstract Contact Information Citation Full Text - Note |
|
Apr 09 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
|
Analysis of the Tail Dependence Structure in the Global Markets: A Pair Copula Construction Approach |
|
Abstract Contact Information Citation Full Text - Note |
|
Jan 20 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
|
Predicting the risk of global portfolios considering the non-linear dependence structures |
|
Abstract Contact Information Citation Full Text - Note |
|
Oct 24 2011 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
|
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis |
|
Abstract Contact Information Citation Full Text - Note |
|
Oct 14 2011 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
|
Extreme values dependence of risk in Latin American markets |
|
Abstract Contact Information Citation Full Text - Note |
|
Jun 13 2011 |
Marcelo Brutti Righi and Paulo Sérgio Ceretta |
|
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach |
|
Abstract Contact Information Citation Full Text - Note |
|