dean-fantazzini documents

Market Risk Management for High-Dimensional Portfolios: Evidence from Russian Stocks
Documents Market Risk Management for High-Dimensional Portfolios: Evidence from Russian Stocks
A Dynamic Grouped-T Copula Approach for High-Dimensional Portfolios
Documents A Dynamic Grouped-T Copula Approach for High-Dimensional Portfolios
Operational Risk Management: A Review
Documents Operational Risk Management: A Review
Global oil risks in the early 21st Century
Documents Global oil risks in the early 21st Century
Dangers and Opportunities for the Russian Banking Sector 2007 - 2008
Documents Dangers and Opportunities for the Russian Banking Sector 2007 - 2008
The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study
Documents The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study
Three-stage semi-parametric estimation of -copulas: Asymptotics, finite-sample properties and computational aspects
Documents Three-stage semi-parametric estimation of -copulas: Asymptotics, finite-sample properties and computational aspects
Global oil risks in the early 21st century
Documents Global oil risks in the early 21st century
A Mini Bubble in the SP500 ready to Burst?
Documents A Mini Bubble in the SP500 ready to Burst?
Three-Stage Semi-parametric Estimation of T-Copulas: Asymptotics, Finite-Samples Properties and Computational Aspects
Documents Three-Stage Semi-parametric Estimation of T-Copulas: Asymptotics, Finite-Samples Properties and Computational Aspects