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Information about:
Cyril Caillault

Personal Details | Affiliation | Works
This is information that was supplied by Cyril Caillault in registering through RePEc. If you are Cyril Caillault , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Cyril
Middle Name:
Last Name: Caillault
Suffix:

RePEc Short-ID: pca95

Email:
Homepage: http://cyril.caillault.free.fr/Cyril_Caillault/Index.html
Postal Address: Ecole Normale Supérieure de Cachan I.D.H.E, Team MORA 61, avenue du président Wilson 94235 Cachan Cedex, France
Phone: +33614180518

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Works

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Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Articles

  1. Cyril Caillault & Dominique Guégan, 2005. "Empirical estimation of tail dependence using copulas: application to Asian markets," Quantitative Finance, Taylor and Francis Journals, vol. 5(5), pages 489-501, October. [Downloadable!] (restricted)

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This page was last updated on 2008-10-9.

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