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Cosma, Antonio's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
496 |
Total
Citations
11 |
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1.
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The Dark Side of Global Integration: Increasing Tail Dependence
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Beine, Michel A. R.
University of Luxemburg Cosma, Antonio
Université du Luxembourg Vermeulen, Robert
De Nederlandsche Bank
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Posted:
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25 Aug 08
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Last Revised:
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02 Oct 11
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141
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9
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Beine, Michel A. R.
University of Luxemburg Cosma, Antonio
Université du Luxembourg Vermeulen, Robert
De Nederlandsche Bank
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28
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stock market comovement, trade integration, financial integration
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Beine, Michel A. R.
University of Luxemburg Cosma, Antonio
Université du Luxembourg Vermeulen, Robert
De Nederlandsche Bank
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25 Aug 08
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Last Revised:
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02 Oct 11
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113
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9
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stock market comovement, trade integration, financial integration
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2.
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Cosma, Antonio
Université du Luxembourg Galli, Fausto
Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
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132
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2
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nonparametric, ACD, trade durations, local-linear
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3.
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Cosma, Antonio
Université du Luxembourg Scaillet , O.
University of Geneva - HEC von Sachs, Rainer
Catholic University of Louvain - Department of Statistics
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127
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Conditional quantile, time series, shape preserving wavelet estimation, B-splines, multivariate process.
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4.
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Cosma, Antonio
Université du Luxembourg Galluccio, Stefano
BNP Paribas Fixed Income Scaillet , O.
University of Geneva - HEC
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25 Jun 12
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Last Revised:
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26 Jun 12
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96
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Option pricing, American option, Bermudan option, discrete transform, discrete dividend paying stock, numerical techniques
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