Period of time: 2014年7-8期
Publisher: Routledge Ltd
Founded in: 1995
Total resources: 100
ISSN: 1466-4364
Subject: F8 Finances
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
The European Journal of Finance,volume 15,issue 7-8
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The Advent of Copulas in Finance
By Genest Christian,Gendron Michel,Bourdeau-Brien Michaël in (2009)
The European Journal of Finance,volume 15,issue 7-8 , Vol. 15, Iss. 7-8, 2009-10 , pp.Testing for structural changes in exchange rates' dependence beyond linear correlation
By Dias Alexandra,Embrechts Paul in (2009)
The European Journal of Finance,volume 15,issue 7-8 , Vol. 15, Iss. 7-8, 2009-10 , pp.Models for construction of multivariate dependence - a comparison study
By Aas Kjersti,Berg Daniel in (2009)
The European Journal of Finance,volume 15,issue 7-8 , Vol. 15, Iss. 7-8, 2009-10 , pp.Dependency without copulas or ellipticity
By Shaw William,Munir Asad in (2009)
The European Journal of Finance,volume 15,issue 7-8 , Vol. 15, Iss. 7-8, 2009-10 , pp.Copula goodness-of-fit testing: an overview and power comparison
The European Journal of Finance,volume 15,issue 7-8 , Vol. 15, Iss. 7-8, 2009-10 , pp.Asymmetric dependence patterns in financial time series
By Ammann Manuel,Suss Stephan in (2009)
The European Journal of Finance,volume 15,issue 7-8 , Vol. 15, Iss. 7-8, 2009-10 , pp.Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets
By Bouye Eric,Salmon Mark in (2009)
The European Journal of Finance,volume 15,issue 7-8 , Vol. 15, Iss. 7-8, 2009-10 , pp.Risk and return of reinsurance contracts under copula models
By Eling Martin,Toplek Denis in (2009)
The European Journal of Finance,volume 15,issue 7-8 , Vol. 15, Iss. 7-8, 2009-10 , pp.Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market
By Guegan Dominique,Zang Jing in (2009)
The European Journal of Finance,volume 15,issue 7-8 , Vol. 15, Iss. 7-8, 2009-10 , pp.