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Mar 20 2017 |
Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang |
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Extreme Risk Value and Dependence Structure of the China Securities Index 300 |
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Abstract Contact Information Citation Full Text - Note |
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Jan 26 2016 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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On the existence of an optimal estimation window for risk measures |
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Abstract Contact Information Citation Full Text - Note |
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Jan 20 2012 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
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Predicting the risk of global portfolios considering the non-linear dependence structures |
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Abstract Contact Information Citation Full Text - Note |
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Jun 13 2011 |
Marcelo Brutti Righi and Paulo Sérgio Ceretta |
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Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach |
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Abstract Contact Information Citation Full Text - Note |
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Mar 14 2011 |
François Benhmad |
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Noise traders or Fundamentalists? A Wavelet approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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