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Scaling conditional tail probability and quantile estimators
Cotter, John - 2010
Persistent link: https://www.econbiz.de/10008810115
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Varying the VaR for unconditional and conditional environments
Cotter, John - In: Journal of international money and finance 26 (2007) 8, pp. 1338-1354
Persistent link: https://www.econbiz.de/10003612273
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Extreme value estimation of boom and crash statistics
Cotter, John - In: The European journal of finance 12 (2006) 6/7, pp. 553-566
Persistent link: https://www.econbiz.de/10003382846
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Modelling catastrophic risk in international equity markets : an extreme value approach
Cotter, John - In: Applied financial economics letters 2 (2006) 1, pp. 13-17
Persistent link: https://www.econbiz.de/10003301507
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Volatility and the euro : an Irish perspective
Cotter, John (contributor) - In: Journal of the Statistical and Social Inquiry Society … 29 (1999/2000), pp. 83-115
Persistent link: https://www.econbiz.de/10003266771
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Extreme risk in futures contracts
Cotter, John - In: Applied economics letters 12 (2005) 8, pp. 489-492
Persistent link: https://www.econbiz.de/10002982907
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International equity market integration in a small open economy : Ireland january 1990 - december 2000
Cotter, John - In: International review of financial analysis 13 (2004) 5, pp. 669-685
Persistent link: https://www.econbiz.de/10002487626
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Viability of the Irish equity market
Cotter, John - In: The Irish banking review : a quarterly review (2004) 2, pp. 41-53
Persistent link: https://www.econbiz.de/10002139085
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Uncovering long memory in high frequency UK futures
Cotter, John - In: The European journal of finance 11 (2005) 4, pp. 325-337
Persistent link: https://www.econbiz.de/10003081484
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Tail behaviour of the euro
Cotter, John - In: Applied economics 37 (2005) 7, pp. 827-840
Persistent link: https://www.econbiz.de/10002759640