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Dias, Alexandra's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
364 |
Total
Citations
1 |
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1.
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Dias, Alexandra
University of Leicester School of Management
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253
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portfolio selection, portfolio tail probability, multivariate extremes, risk management
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Dias, Alexandra
University of Leicester School of Management
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111
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Portfolio management, tail probability, risk management, multivariate extreme value theory, Value-at-Risk
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3.
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Dias, Alexandra
University of Leicester School of Management Embrechts, Paul
Swiss Federal Institute of Technology Zurich
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Change-point tests, conditional dependence, copula, GARCH, risk management
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4.
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Dias, Alexandra
University of Leicester School of Management Embrechts, Paul
Swiss Federal Institute of Technology Zurich
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10 Sep 10
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Last Revised:
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07 Mar 11
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Foreign exchange rates, Multivariate time series, Copula-GARCH, Conditional dependence, Dynamic copula
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Records 1 -
4
of 4 matches
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