51

Time-Varying Systemic Risk: Evidence from a Dynamic Copula Model of CDS Spreads

Year:
2013
Language:
english
File:
PDF, 641 KB
english, 2013
54

Estimation of Copula Models for Time Series of Possibly Different Lengths

Year:
2001
Language:
english
File:
PDF, 590 KB
english, 2001
64

Estimation of multivariate models for time series of possibly different lengths

Year:
2006
Language:
english
File:
PDF, 337 KB
english, 2006
69

Properties of optimal forecasts under asymmetric loss and nonlinearity

Year:
2007
Language:
english
File:
PDF, 392 KB
english, 2007
70

Data-based ranking of realised volatility estimators

Year:
2011
Language:
english
File:
PDF, 648 KB
english, 2011
73

Troyer syndrome revisited

Year:
2004
Language:
english
File:
PDF, 260 KB
english, 2004
89

Phospholipids of fish gills

Year:
1972
Language:
english
File:
PDF, 237 KB
english, 1972
92

Optimal combinations of realised volatility estimators

Year:
2009
Language:
english
File:
PDF, 2.50 MB
english, 2009