beatriz-vaz-de-melo-mendes documents

Asymmetric extreme interdependence in emerging equity markets
Documents Asymmetric extreme interdependence in emerging equity markets
A Bayesian analysis of clusters of extreme losses
Documents A Bayesian analysis of clusters of extreme losses
Data driven estimates for mixtures
Documents Data driven estimates for mixtures
How long memory in volatility affects true dependence structure
Documents How long memory in volatility affects true dependence structure
Measuring financial risks with copulas
Documents Measuring financial risks with copulas
On the dependence structure of realized volatilities
Documents On the dependence structure of realized volatilities