Giorgia Rivieccio
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Person:2888113
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A copula-based quantile model Mathematical and Statistical Methods for Actuarial Sciences and Finance | 2018-10-12 | Paper |
| Tail diversification strategy. An application to MSCI World Sector Indices | 2012-05-30 | Paper |
| Archimedean copulae for risk measurement Journal of Applied Statistics | 2009-10-21 | Paper |
| Exploring the copula approach for the analysis of financial durations | 2008-03-20 | Paper |
Research outcomes over time
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