Details about Antonio Cosma

Workplace:

Département d'Économie et de Management (Department Economics and Management), Faculté de droit, d'économie et de finance (Department of Law, Economics and Finance), Université du Luxembourg (University of Luxembourg), (more information at EDIRC)

Access statistics for papers by Antonio Cosma.

Last updated 2016-10-14. Update your information in the RePEc Author Service.

Short-id: pco765

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Working Papers

2014

A non parametric ACD model
MPRA Paper, University Library of Munich, Germany
Also in LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2006) View citations (1)

2008

The Dark Side of Global Integration: Increasing Tail Dependence
DEM Discussion Paper Series, Department of Economics at the University of Luxembourg View citations (16)
See also Journal Article in Journal of Banking & Finance (2010)

2005

Multiariate Wavelet-based sahpe preserving estimation for dependant observation
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (8)

Journal Articles

2010

The dark side of global integration: Increasing tail dependence
Journal of Banking & Finance, 2010, 34, (1), 184-192 View citations (116)
See also Working Paper (2008)

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