Skip to contents

  1. Bauwens, Luc [Author]; Otranto, Edoardo [Author]

    Nonlinearities and regimes in conditional correlations with different dynamics

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Louvain-la-Neuve]: CORE, [2018]

    Published in: Université catholique de Louvain: CORE discussion papers ; 2018,09

  2. Jin, Xisong [Author]; Lehnert, Thorsten [Author]

    Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Luxembourg: University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg School of Finance, [2017]

    Published in: Luxembourg School of Finance: LSF research working paper series ; 2017,12

  3. Lamers, Martien [Author]; Present, Thomas [Author]; Vander Vennet, Rudi [Author]; Soenen, Nicolas [Author]

    BRRD credibility and the bank-sovereign nexus

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Ghent: Ghent University, Faculty of Economics and Business Administration, [2021]

    Published in: Universiteit Gent: Working paper series ; 1024

  4. Girardi, Daniele [Author]

    Food prices and Wall Street : explaining the time-varying relation between agricultural prices and stock market dynamics

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Siena]: Università di Siena, [2014]

    Published in: Università degli Studi di Siena: Quaderni del Dipartimento di economia politica e statistica ; 701

  5. Perroux, Anne-Sophie [Author]

    Etude du fonctionnement d'une cavité englacée durant un cycle climatique. Site de la glacière d'Autrans (Vercors). Premiers résultats

    Articles
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Published in: Karstologia : revue de karstologie et de spéléologie physique ; Vol. 37, n° 1, pp. 41-46

  6. McAleer, Michael [Author]

    What they did not tell you about algebraic (non-)existence, mathematical (IR-)regularity and (non-)asymptotic properties of the dynamic conditional correlation (DCC) model

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Rotterdam]: [Econometric Institute, Erasmus School of Economics], March 2019

    Published in: Econometrisch Instituut: Econometric Institute research papers ; 2019,13

  7. McAleer, Michael [Author]

    What they did not tell you about algebraic (non-)existence, mathematical (IR-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    [Rotterdam]: [Econometric Institute, Erasmus School of Economics], March 2019

    Published in: Econometrisch Instituut: Econometric Institute research papers ; 2019,14