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Denitsa Stefanova

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

Personal Details

First Name: Denitsa
Middle Name:
Last Name: Stefanova
Suffix:

RePEc Short-ID: pst669

Email:
Homepage:
Postal Address:
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Affiliation

Luxembourg School of Finance
Faculté de droit, d'économie et de finance
Université du Luxembourg
Location: Luxembourg, Luxembourg
Homepage: http://www.lsf.lu/
Email:
Phone: +352 46 66 44 6335
Fax: +352 46 66 44 6811
Postal: Bâtiment K2, 4, rue Albert Borschette, L-1246 Luxembourg-Kirchberg
Handle: RePEc:edi:sfsculu (more details at EDIRC)

Works

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Working papers

  1. Denitsa Stefanova, 2012. "Stock Market Asymmetries: A Copula Diffusion," Tinbergen Institute Discussion Papers 12-125/IV/DSF45, Tinbergen Institute.
  2. Arjen Siegmann & Denitsa Stefanova, 2011. "Market Liquidity and Exposure of Hedge Funds," Tinbergen Institute Discussion Papers 11-150/2/DSF27, Tinbergen Institute.
  3. Redouane Elkamhia & Denitsa Stefanova, 2011. "Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection," Tinbergen Institute Discussion Papers 11-028/2/DSF10, Tinbergen Institute.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2012-12-15. Author is listed
  2. NEP-FMK: Financial Markets (1) 2012-12-15. Author is listed
  3. NEP-MIC: Microeconomics (1) 2011-02-26. Author is listed
  4. NEP-ORE: Operations Research (1) 2012-12-15. Author is listed

Statistics

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