Copula goodness-of-fit testing: an overview and power comparison

By Berg Daniel  

The European Journal of Finance, Vol. 15, Iss. 7-8, 2009-10 ,pp. : 675-701

Routledge Ltd

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Change analysis of a dynamic copula for measuring dependence in multivariate financial data

By Guegan D.   Zhang J.  

Quantitative Finance, Vol. 10, Iss. 4, 2010-04 ,pp. : 421-430

Routledge Ltd

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The new policing of assets and the new assets of policing: A tentative financial cost-benefit analysis of the UK's anti-money laundering and asset recovery regime

By Sproat Peter A.  

Journal of Money Laundering Control, Vol. 10, Iss. 3, 2007-08 ,pp. : 277-299

Emerald Group Publishing Ltd

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Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case

By Burda Zdzisław   Jarosz Andrzej   Nowak Maciej A.   Jurkiewicz Jerzy   Papp Gábor   Zahed Ismail  

Quantitative Finance, Vol. 11, Iss. 7, 2011-07 ,pp. : 1103-1124

Routledge Ltd

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Pairs trading: A copula approach

By Liew Rong Qi   Wu Yuan  

Journal of Derivatives & Hedge Funds, Vol. 19, Iss. 1, 2013-02 ,pp. : 12-30

Palgrave Macmillan Ltd

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