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Group by: Official Date | Item Type | Funder | No Grouping
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.
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