Details about Antonio Cosma
Access statistics for papers by Antonio Cosma.
Last updated 2016-10-14. Update your information in the RePEc Author Service.
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- 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)
- 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)
- Multiariate Wavelet-based sahpe preserving estimation for dependant observation
FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (8)
- The dark side of global integration: Increasing tail dependence
Journal of Banking & Finance, 2010, 34, (1), 184-192 View citations (100)
See also Working Paper (2008)