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Frequent turbulence? : a dynamic copula approach

Chollete, Lorán
Inngår i serie: Discussion paper / Norges handelshøyskole, Institutt for for foretaksøkonomi (FOR 10 2006)
Bok Engelsk 2006

Modeling international financial returns with a multivariate regime switching copula

Chollete, Lorán
Inngår i serie: Discussion paper / Norges handelshøyskole, Institutt for for foretaksøkonomi (FOR 3 2008)
Bok Engelsk 2008

Pricing implications of shared variance in liquidity measures

Chollete, Lorán
Inngår i serie: Discussion paper / Norges handelshøyskole, Institutt for for foretaksøkonomi (FOR 9 2006)
Bok Engelsk 2006

The propagation of financial extremes

Chollete, Lorán
Inngår i serie: Discussion paper / Norwegian School of Economics and Business Administration, Department of Finance and Management Science (FOR 25 2008)
Bok Engelsk 2008

The propagation of financial extremes : an application to subprime market spillovers

Chollete, Lorán
Inngår i serie: Discussion paper / Norges handelshøyskole, Institutt for for foretaksøkonomi (FOR 2 2008)
Bok Engelsk 2008

The risk components of liquidity

Chollete, Lorán
Inngår i serie: Discussion paper / Norges handelshøyskole, Institutt for for foretaksøkonomi (FOR 7 2008)
Bok Engelsk 2008

The risk components of liquidity

Chollete, Lorán
Inngår i serie: Working paper/Norges bank (ANO 2008/3)
Bok Engelsk 2008

What captures liquidity risk? : a comparison of trade and order based liquidity factors

Chollete, Lorán
Inngår i serie: Working paper / Norges bank (ANO 2007/3)
Bok Engelsk 2007

Economic implications of copulas and extremes

Lorán Chollete
Engelsk
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Financial distress and idiosyncratic volatility : an empirical investigation

Chen, Jing
Inngår i serie: Discussion paper / Norges handelshøyskole, Institutt for for foretaksøkonomi (FOR 8 2006)
Bok Engelsk 2006

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