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person:"Ané, Thierry"
~subject:"Germany"
~subject:"Industrialized countries"
~subject:"Industrieländer"
~subject:"Kapitaleinkommen"
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Ané, Thierry
Fabozzi, Frank J.
14
Bollerslev, Tim
12
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The distribution of realized variances : marginal behaviors, asymmetric dependence and contagion effects
Ané, Thierry
;
Métais, Carole
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 134-150
Persistent link: https://www.econbiz.de/10003880027
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2
Two-component extreme value distribution for Asia-Pacific stock index returns
Ané, Thierry
- In:
International journal of theoretical and applied finance
9
(
2006
)
5
,
pp. 643-671
Persistent link: https://www.econbiz.de/10003378957
Saved in:
3
Return interval, dependence structure, and multivariate normality
Ané, Thierry
;
Labidi, Chiraz
- In:
Journal of economics and finance
28
(
2004
)
3
,
pp. 285-299
Persistent link: https://www.econbiz.de/10002627400
Saved in:
4
Dependence structure and risk measure
Ané, Thierry
;
Kharoubi, Cécile
- In:
The journal of business : B
76
(
2003
)
3
,
pp. 411-438
Persistent link: https://www.econbiz.de/10001826337
Saved in:
5
Return interval, dependence strucuture and multivariate normality
Ané, Thierry
;
Labidi, Chiraz
-
2001
Persistent link: https://www.econbiz.de/10001732814
Saved in:
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