| Document Title |
Author |
Issue Date |
| Multivariate Modelling of 10-Day-Ahead VaR and D.. |
[Kiohos, Apostolos][Degiannakis, Stavros]
|
8-17-2014 |
| On Some Properties of Two Vector-Valued VaR and .. |
[Hurlimann, Werner]
|
6-22-2014 |
| Extreme Dependence for Multivariate Data |
[Galichon, Alfred][Bosc, Damian]
|
4-9-2014 |
| On Multivariate Extensions of Conditional-Tail-E.. |
[Cousin, Areski][Di Bernardino, Elena]
|
2-26-2014 |
| Multivariate Risk Models under Heavy-Tailed Risk.. |
[Weng, Chengguo][Zhang, Yi][Huang, Wei]
|
2-13-2014 |
| Multivariate Patchwork Copulas: A Unified Approa.. |
[Durante, Fabrizio][Sempi, Carlo][Sanchez, Juan Fernandez]
|
11-3-2013 |
| Theoretical and Empirical properties of Dynamic .. |
[Engle, Robert][Sheppard, Kevin]
|
10-8-2013 |
| A Novel Nonlinear Value-at-Risk Method for Model.. |
[Chen, Rongda][Yu, Lean]
|
10-6-2013 |
| Distortions of Multivariate Distribution Functio.. |
[Di Bernardino, Elena][Rullière, Didier]
|
8-22-2013 |
| A Multivariate Dependence Measure for Aggregatin.. |
[Dhaene, Jan L. M.][Linders, Daniël][Schoutens, Wim][Vyncke, David]
|
7-14-2013 |
| Forecasting Conditional Correlation for Exchange.. |
[Sedlak, Jan]
|
7-6-2013 |
| Modeling Dependent Risks with Multivariate Erlan.. |
[Lee, Simon C. K.][Lin, X. Sheldon]
|
6-25-2013 |
| Tail Conditional Expectation for Multivariate Di.. |
[Abbasi, Babak][Hosseinifard, Seyedeh Zahra]
|
6-22-2013 |
| Extremes and Products of Multivariate AC-Product.. |
[Hashorva, Enkelejd][Yang, Yang]
|
3-30-2013 |
| Modeling International Financial Returns with a .. |
[Chollete, Loran][Heinen, Andreas][Valdesogo, Alfonso]
|
2-6-2013 |
| Sparse Moving Maxima Models for Tail Dependence .. |
[Zhang, Zhengjun][Shao, Jun][Tang, Rui]
|
12-18-2012 |
| Assessing the VaR of a Portfolio using D-Vine Co.. |
[Czado, Claudia][Hofmann, Mathias]
|
11-22-2012 |
| Properties and Calculation of Multivariate Risk .. |
[Prékopa, András][Lee, Jinwook]
|
10-21-2012 |
| Modeling Fat Tails in Stock Returns: A Multivari.. |
[Bonato, Matteo]
|
9-23-2012 |
| Multivariate Nonparametric Estimation of Value a.. |
[Brauchler, Ryan]
|
9-22-2012 |
