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An Econometric Analysis of Financial Data in Risk Management. (2008). Fantazzini, Dean.
In: Applied Econometrics.
RePEc:ris:apltrx:0006.

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  1. Анализ значений суверенного кредитного рейтинга и его моделирование. (2011). Брагин Антон Игоревич, ; Кузнецов Евгений Николаеви, .
    In: Российский внешнеэкономический вестник.
    RePEc:scn:018481:14823118.

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  2. Financial Applications of Copula-Models. (2010). Penikas, H..
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2010:i:7:p:24-44.

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  3. Interest Rate Risk Management Based on Copula-GARCH Models. (2009). Penikas, Henry ; Simakova, Varvara .
    In: Applied Econometrics.
    RePEc:ris:apltrx:0026.

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