2

Selecting copulas for risk management

Year:
2007
Language:
english
File:
PDF, 240 KB
english, 2007
3

Contagion as a domino effect in global stock markets

Year:
2009
Language:
english
File:
PDF, 685 KB
english, 2009
4

How to Identify and Forecast Bull and Bear Markets?

Year:
2016
Language:
english
File:
PDF, 2.17 MB
english, 2016
5

Portfolio implications of systemic crises

Year:
2006
Language:
english
File:
PDF, 245 KB
english, 2006
6

Selecting Copulas for Risk Management

Year:
2006
Language:
english
File:
PDF, 260 KB
english, 2006
8

Exploiting Spillovers to Forecast Crashes

Year:
2016
Language:
english
File:
PDF, 1.33 MB
english, 2016
9

Cyclicality in losses on bank loans

Year:
2018
Language:
english
File:
PDF, 2.36 MB
english, 2018
10

Cyclicality in Losses on Bank Loans

Year:
2015
File:
PDF, 1.07 MB
2015
14

Cyclicality in Losses on Bank Loans

Year:
2015
Language:
english
File:
PDF, 1.07 MB
english, 2015
15

Specification Testing in Hawkes Models

Year:
2015
Language:
english
File:
PDF, 857 KB
english, 2015
18

Exploiting Spillovers to Forecast Crashes

Year:
2015
Language:
english
File:
PDF, 1.73 MB
english, 2015
19

Specification Testing in Hawkes Models

Year:
2016
Language:
english
File:
PDF, 586 KB
english, 2016