2014

Azam, Kazim (2014) Dependence analysis between foreign exchange rates : a semi-parametric copula approach. Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (TWERPS), Volume 2014 (Number 1052). (Unpublished)

Azam, Kazim (2014) Effects of marginal specifications on copula estimation. Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (TWERPS), Volume 2014 (Number 1053). (Unpublished)

Azam, Kazim and Pitt, Michael K. (2014) Bayesian inference for a semi-parametric copula-based Markov chain. Working Paper. Coventry: University of Warwick. Department of Economics. Warwick economics research papers series (TWERPS), Volume 2014 (Number 1051). (Unpublished)

2013

Azam, Kazim (2013) Copula methods in econometrics. PhD thesis, University of Warwick.