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~person:"Avdulaj, Krenar"
~person:"Cherubini, Umberto"
~source:"econis"
~subject:"Portfolio selection"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Avdulaj, Krenar
Cherubini, Umberto
Kim, Jong-Min
8
Manner, Hans
8
Okhrin, Ostap
8
Weiß, Gregor
8
Yang, Jingping
8
Cossette, Hélène
7
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6
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6
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5
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4
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4
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4
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Applied mathematical finance
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Energy economics
1
Finance a úvěr
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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A semiparametric nonlinear quantile regression model for financial returns
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10011650231
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2
Are benefits from oil-stocks diversification gone? : new evidence from a dynamic copula and high frequency data
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Energy economics
51
(
2015
),
pp. 31-44
Persistent link: https://www.econbiz.de/10011564203
Saved in:
3
Can we still benefit from international diversification? : the case of the Czech and German stock markets
Avdulaj, Krenar
;
Barunik, Jozef
- In:
Finance a úvěr
63
(
2013
)
5
,
pp. 425-442
Persistent link: https://www.econbiz.de/10010244836
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4
The dependence structure of running maxima and minima : results and option pricing applications
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Mathematical finance : an international journal of …
20
(
2010
)
1
,
pp. 35-58
Persistent link: https://www.econbiz.de/10003955657
Saved in:
5
Computing the volume of n-dimensional copulas
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 307-314
Persistent link: https://www.econbiz.de/10003916180
Saved in:
6
Pricing and hedging credit derivatives with copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Economic notes : economic review of Banca Monte dei …
32
(
2003
)
2
,
pp. 219-241
Persistent link: https://www.econbiz.de/10001790788
Saved in:
7
Bivariate option pricing with copulas
Cherubini, Umberto
;
Luciano, Elisa
- In:
Applied mathematical finance
9
(
2002
)
2
,
pp. 69-85
Persistent link: https://www.econbiz.de/10001695018
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