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本附件包括：
- Beyond Correlation--Extreme Co-movements Between Financial Assets (2002).pdf
- Conditions for the Asymptotic Semiparametric Efficiency of an Omnibus Estimator of Dependence Parameters in Copula Models.pdf
- Copula Structure Analysis Based on Robust and - Extreme Dependence Measures.pdf
- Copulae and Their Uses (2002).pdf
- Copulas and Credit Models (2001).pdf
- Correlation And Dependence In Risk Management--Properties And Pitfalls (1999).pdf
- Correlation--Pitfalls and Alternatives (1999).pdf
- CreditProductsModeling.ppt
- Estimation Of Copula Models For Time Series Of Possibly Different Lengths (2001).pdf
- Estimation Procedures for a Semiparametric Family of Bivariate Copulas.pdf
- Financial Risk and Heavy Tails (2002).pdf
- How to Build Aggregation Operators from Data (2003).pdf
- Modelling dependence for credit derivatives with copulas (2001).pdf
- Modelling Dependence with Copulas and Applications to Risk Management (2001).pdf
- Modelling Dependent Defaults (2001).pdf
- Modelling, Estimation and Visualization of Multivariate Dependence for High-frequency Data.pdf
- On Default Correlation--A Copula Function Approach (2000).pdf
- Pair-copula constructions of multiple dependence.pdf
- Strong Approximation of Copulas.pdf
- Using Copulae to bound the Value-at-Risk for functions of dependent risks (2001).pdf
- Using Copulae to bound the Value-at-Risk.pdf
- 9.66 MB
- 2009-10-20
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