7

Can cryptocurrencies be a safe haven: a tail risk perspective analysis

Year:
2018
Language:
english
File:
PDF, 1.65 MB
english, 2018
12

Extreme co-movements and extreme impacts in high frequency data in finance

Year:
2007
Language:
english
File:
PDF, 17.67 MB
english, 2007
15

Informed trading in the Bitcoin market

Year:
2017
Language:
english
File:
PDF, 595 KB
english, 2017
24

Extremal financial risk models and portfolio evaluation

Year:
2006
Language:
english
File:
PDF, 1.40 MB
english, 2006
27

Asymptotically (in)dependent multivariate maxima of moving maxima processes

Year:
2007
Language:
english
File:
PDF, 918 KB
english, 2007
46

A novel method for measuring the volume and surface area of egg

Year:
2016
Language:
english
File:
PDF, 3.15 MB
english, 2016
49

Copula structured M4 processes with application to high-frequency financial data

Year:
2016
Language:
english
File:
PDF, 585 KB
english, 2016