Copulas: an Open Field for Risk Management
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Warwick Business School, Financial Econometrics Research Centre in its series Working Papers with number wp01-01.
Date of creation: 2001
Date of revision:
Contact details of provider:
Postal: Coventry, CV4 7AL
Phone: +44 (0)24 76524118
Fax: +44 (0)24 76524167
Web page: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfri/rsrchcentres/ferc/
More information through EDIRC
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010.
"A copula-VAR-X approach for industrial production modelling and forecasting,"
Taylor and Francis Journals, vol. 42(25), pages 3267-3277.
- Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009. "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento 105, University of Pavia, Department of Economics and Quantitative Methods.
- Klaus Abberger, 2005.
"A simple graphical method to explore tail-dependence in stock-return pairs,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 15(1), pages 43-51.
- Klaus Abberger, 2004. "A simple graphical method to explore tail-dependence in stock-return pairs," CoFE Discussion Paper 04-03, Center of Finance and Econometrics, University of Konstanz.
- Manner, Hans, 2007. "Estimation and Model Selection of Copulas with an Application to Exchange Rates," Research Memoranda 056, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
- Chen, Songjiao & Wilson, William W. & Larsen, Ryan A. & Dahl, Bruce L., 2013. "Investing in Agriculture as an Asset Class," Agribusiness & Applied Economics Report 147053, North Dakota State University, Department of Agribusiness and Applied Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ingmar Nolte).
If references are entirely missing, you can add them using this form.