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Details about Cyril Caillault

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Access statistics for papers by Cyril Caillault.

Last updated 2009-09-23. Update your information in the RePEc Author Service.

Short-id: pca95

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Journal Articles

2009

  1. Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy
    Frontiers in Finance and Economics, 2009, 6, (1), 26-50 Downloads View citations (2)

2005

  1. Empirical estimation of tail dependence using copulas: application to Asian markets
    Quantitative Finance, 2005, 5, (5), 489-501 Downloads View citations (42)
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