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Jun 05 2017 Xiaoying Huang
  A Double-Exponential Jump model and its application to risk measure in Wheat spot market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
May 14 2017 Elie Bouri , Imad Kachacha , Donald Lien and David Roubaud
  Short- and long-run causality across the implied volatility of crude oil and agricultural commodities
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Dec 21 2016 Syed jawad hussain Shahzad , Saba Ameer and Muhammad Shahbaz
  Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach
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Jul 23 2012 Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller
  Quantiles autocorrelation in stock markets returns
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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
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Jan 20 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Predicting the risk of global portfolios considering the non-linear dependence structures
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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
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Jan 10 2011 Julien Chevallier
  Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model
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Apr 07 2009 Mahito Okura
  An economic analysis of risk management in the airline industry
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Mar 06 2007 Hideki Nishigaki
  An analysis of the relationship between US REIT returns
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Jul 03 2006 Fulvia Focker and Umberto Triacca
  A new proxy of the average volatility of a basket of returns: A Monte Carlo study
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result