Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Deutsche Bundesbank"
~institution:"HAL"
~institution:"Tinbergen Instituut"
~person:"Adam, Alexandre"
~person:"Bu, Ruijun"
~source:"repec"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Credit Default Swaps as Hedgin...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Constant Elasticity Models
1
Copula
1
Interest Rate Models
1
Maximum Likelihood Estimation
1
Reducible Stochastic Differential Equations
1
distortion risk measures
1
expected shortfall
1
hedge funds
1
portfolio selection
1
spectral risk measures
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Language
All
English
2
Author
All
Adam, Alexandre
Bu, Ruijun
Guegan, Dominique
12
Allen, David E.
4
Hurlin, Christophe
4
McAleer, Michael
4
Vries, Casper G. de
4
Zhang, Jing
4
Daníelsson, Jón
3
Dijk, Herman K. van
3
Kratz, Marie
3
Tokpavi, Sessi
3
Ardia, David
2
Düllmann, Klaus
2
Escanciano, J. Carlos
2
Guivarch, Céline
2
Hallegatte, Stéphane
2
Hassani, Bertrand
2
Hoogerheide, Lennart
2
Hoogerheide, Lennart F.
2
Jorgensen, Bjørn N.
2
Lucas, André
2
Rey, Nathalie
2
Rozenberg, Julie
2
Sassi, Olivier
2
Scharth, Marcel
2
Velasco, Carlos
2
Vogt-Schilb, Adrien
2
Waisman, Henri
2
Amaral, Teodosio Perez
1
Azam, Kazim
1
Bauwens, Luc
1
Bos, Charles S.
1
Boutahar, M.
1
Broda, Simon A.
1
Busse, Marc
1
Caillault, Cyril
1
Candelon, Bertrand
1
Chang, Chia-Lin
1
Colletaz, Gilbert
1
more ...
less ...
Institution
All
Deutsche Bundesbank
HAL
Tinbergen Instituut
Published in...
All
Working Papers / HAL
2
Source
All
RePEc
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations
Bu, Ruijun
;
Giet, Ludovic
;
Hadri, Kaddour
;
Lubrano, Michel
-
HAL
-
2009
structure of the two rates using Patton (2006a) time-varying Symmetrised Joe-Clayton
copula
. We find evidence of asymmetric …
Persistent link: https://www.econbiz.de/10008793845
Saved in:
2
Spectral risk measures and portfolio selection
Adam, Alexandre
;
Houkari, Mohamed
;
Laurent, Jean-Paul
-
HAL
-
2007
subsequently apply these ideas to an asset management framework using a database of
hedge
funds returns chosen for their non …
Persistent link: https://www.econbiz.de/10008793539
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
