Number of items: 3.
Dias, Alexandra and Embrechts, Paul
(2010)
Modeling exchange rate dependence dynamics at different time horizons.
Journal of International Money and Finance, Vol.29
(No.8).
pp. 1687-1705.
doi:10.1016/j.jimonfin.2010.06.004
ISSN 02615606.
Dias, Alexandra and Embrechts, Paul
(2009)
Testing for structural changes in exchange rates' dependence beyond linear correlation.
In: Conference on Copulae and Multivariate Probability Distributions in Finance, Warwick Business Sch, Coventry, England, September 14-15, 2007. Published in: European Journal of Finance, Vol.15
(No.7-8).
pp. 619-637.
doi:10.1080/13518470701705579
ISSN 1351-847X.
Dias, Alexandra
(2008)
Semi-parametric estimation of joint large movements of risky assets.
Working Paper.
Coventry:
Warwick Business School, Financial Econometrics Research Centre.
Working papers (Warwick Business School. Financial Econometrics Research Centre)
(No.08-).
This list was generated on Fri Mar 31 20:31:11 2023 BST.