Multidimensional Extension of the Archimedean Copula for Financial Return Modeling.
- Published in:
- IUP Journal of Financial Risk Management, 2010, v. 7, n. 1/2, p. 78
- By:
- Publication type:
- Article
Works matching IS 0972916X AND DT 2010 AND VI 7 AND IP 1/2
Results: 6
1
2
Migration Analysis of Indian Corporate: Rating-Based Approach.
- Published in:
- IUP Journal of Financial Risk Management, 2010, v. 7, n. 1/2, p. 24
- By:
- Publication type:
- Article
3
Basel II Second Pillar: An Analytical VaR with Contagion and Sectorial Risks.
- Published in:
- IUP Journal of Financial Risk Management, 2010, v. 7, n. 1/2, p. 7
- By:
- Publication type:
- Article
4
Assessing the Quality of Retail Customers: Credit Risk Scoring Models.
- Published in:
- IUP Journal of Financial Risk Management, 2010, v. 7, n. 1/2, p. 35
- By:
- Publication type:
- Article
5
A Risk Contribution Approach to Asset Allocation.
- Published in:
- IUP Journal of Financial Risk Management, 2010, v. 7, n. 1/2, p. 58
- By:
- Publication type:
- Article
6
An Alternative Threshold-GARCH Option Pricing Model.
- Published in:
- IUP Journal of Financial Risk Management, 2010, v. 7, n. 1/2, p. 44
- By:
- Publication type:
- Article