3

Gold price dynamics and the role of uncertainty

Year:
2018
Language:
english
File:
PDF, 634 KB
english, 2018
5

Forecasting value-at-risk using time varying copulas and EVT return distributions

Year:
2013
Language:
english
File:
PDF, 379 KB
english, 2013
23

Oil price and FX-rates dependency

Year:
2015
Language:
english
File:
PDF, 345 KB
english, 2015
27

On the isolated impact of copulas on risk measurement: Asimulation study

Year:
2016
Language:
english
File:
PDF, 1.51 MB
english, 2016
30

Forecasting Based on Decomposed Financial Return Series: A Wavelet Analysis

Year:
2015
Language:
english
File:
PDF, 1.23 MB
english, 2015