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Sep 17 2021 Elie Bouri , Rangan Gupta , Chi keung marco Lau and David Roubaud
  Risk aversion and Bitcoin returns in extreme quantiles
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Jul 18 2021 Francis Petterini and Akauã Flores
  Copula econometrics to simulate effects of private policing on crime
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Mar 10 2021 Masao Kumamoto and Juanjuan Zhuo
  Hedge and safe haven status of Bitcoin: copula-DCC approach
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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
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Mar 20 2017 Terence Tai-Leung Chong , Yue Ding and Tianxiao Pang
  Extreme Risk Value and Dependence Structure of the China Securities Index 300
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Apr 18 2013 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Pair Copula Construction based Expected Shortfall estimation
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Dec 19 2012 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Copula based Dynamic Hedging Strategy with Futures
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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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Oct 14 2011 Marcelo Brutti Righi and Paulo Sergio Ceretta
  Extreme values dependence of risk in Latin American markets
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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
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