9 treff

Modeling international financial returns with a multivariate regime switching copula
by Lorán Chollete, Andreas Heinen and Alf...
Bok Engelsk 2008
The propagation of financial extremes
by Lorán Chollete
Bok Engelsk 2008
The propagation of financial extremes : an application to subprime market spillovers
by Lorán Chollete
Bok Engelsk 2008
The risk components of liquidity
by Lorán Chollete, Randi Næs and Johannes...
Bok Engelsk 2008
The risk components of liquidity
by Lorán Chollete, Randi Næs and Johannes...
Bok Engelsk 2008
What captures liquidity risk? : a comparison of trade and order based liquidity factors
by Lorán Chollete, Randi Næs and Johannes...
Bok Engelsk 2007
Financial distress and idiosyncratic volatility : an empirical investigation
by Jing Chen and Lorán Chollete
Bok Engelsk 2006
Frequent turbulence? : a dynamic copula approach
Chollete, Lorán
Bok Engelsk 2006
Pricing implications of shared variance in liquidity measures
Chollete, Lorán
Bok Engelsk 2006