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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


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


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


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

Journal Articles


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