An economic evaluation of stock–bond return comovements with copula-based GARCH models

By Wu Chih-Chiang   Lin Zih-Ying  

Quantitative Finance, Vol. 14, Iss. 7, 2014-07 ,pp. : 1283-1296

Routledge Ltd

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Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process

By Zhang Lianzeng   Hu Xiang   Duan Baige  

Scandinavian Actuarial Journal, Vol. 2015, Iss. 5, 2015-07 ,pp. : 455-467

Taylor & Francis Ltd

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Copula based models for serial dependence

By Mendes Beatriz Vaz de Melo   Aíube Cecília  

International Journal of Managerial Finance, Vol. 7, Iss. 1, 2011-02 ,pp. : 68-82

Emerald Group Publishing Ltd

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An empirical analysis of multivariate copula models

By Fischer Matthias   Kock Christian   Schluter Stephan   Weigert Florian  

Quantitative Finance, Vol. 9, Iss. 7, 2009-10 ,pp. : 839-854

Routledge Ltd

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Dynamic copula models for the spark spread

By Benth Fred Espen   Kettler Paul  

Quantitative Finance, Vol. 11, Iss. 3, 2011-03 ,pp. : 407-421

Routledge Ltd

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