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Search Result for: (elliptical)
Document Title Author Issue Date
Optimal Portfolio Problem Using Entropic Value a.. [Firouzi, Hassan Omidi][Luong, Andrew] 7-5-2014
Semi-Parametric Estimation of Elliptical Distrib.. [Pimenova, Irina] 11-19-2012
Tails of Correlation Mixtures of Elliptical Copu.. [Segers, Johan][Manner, Hans] 12-23-2010
The Joint Distribution of Stock Returns is Not E.. [Bouchaud, Jean-Philippe][Chicheportiche, Rémy] 11-30-2010
Credit Portfolio Modelling with Elliptically Con.. [Prestele, Clemens] 10-2-2010
Skew-Elliptical Distributions and Their Applicat.. [Genton, Marc G.] 8-31-2010
Bounds and Approximations for Sums of Dependent .. [Valdez, Emiliano A.][Dhaene, Jan L. M.][Vanduffel, Steven][Maj, Mateusz] 5-12-2010
Variable Dependency ‘D’ Distributions: A General.. [Dorey, Martyn][Papastamati, Konstantina] 6-14-2007
Credit Risk Modelling and Estimation via Ellipti.. [Schmidt, Rafael] 3-25-2007
VaR, CVaR and Time Rules with Elliptical and Ass.. [Lamantia, Fabio][Ortobelli, Sergio][Rachev, Svetlozar] 2-27-2007
An Empirical Comparison Among VaR Models and Tim.. [Lamantia, Fabio][Ortobelli, Sergio][Rachev, Svetlozar] 2-27-2007
Tail Conditional Variance for Elliptically Conto.. [Valdez, Emiliano A.] 6-11-2006
Tail Dependence for Elliptically Contoured Distr.. [Schmidt, Rafael] 10-15-2005
Value at Risk Estimation With Elliptical Copulae.. [Brommundt, Bernd] 9-8-2005
A Class of Elliptical Copulas and Their Applicat.. [Schwarz, Christian] 9-8-2005
Non-paremetric Estimation of Elliptical Copulae .. [Kostadinov, Krassimir] 5-10-2005
Dynamic Conditional Correlation with Elliptical .. [Pelagatti, Matteo M.][Rondena, Stefania] 11-28-2004
VaR and ES for Linear Portfolios with Mixture of.. [Sadefo-Kamdem, Jules] 3-7-2004
Value-at-Risk and Expected Shortfall for Linear .. [Sadefo-Kamdem, Jules] 9-15-2003
Tail Conditional Expectations for Elliptical Dis.. [Landsman, Zinoviy][Valdez, Emiliano A.] 3-4-2003
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