3

Recovering copulas from limited information and an application to asset allocation

Year:
2011
Language:
english
File:
PDF, 1.69 MB
english, 2011
11

Modeling the contemporaneous duration dependence for high-frequency stock prices

Year:
2010
Language:
english
File:
PDF, 2.55 MB
english, 2010
15

Adaptive permutation tests for serial independence

Year:
2014
Language:
english
File:
PDF, 2.26 MB
english, 2014
30

Optimal investment and asymmetric risk: a large deviations approach

Year:
2010
Language:
english
File:
PDF, 832 KB
english, 2010
33

Protective role of selenium in wheat seedlings subjected to enhanced UV-B radiation

Year:
2011
Language:
english
File:
PDF, 151 KB
english, 2011
37

Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence

Year:
2016
Language:
english
File:
PDF, 336 KB
english, 2016
43

Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios

Year:
2012
Language:
english
File:
PDF, 585 KB
english, 2012