Osvaldo C. Silva Filho

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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!

PublicationDate of PublicationType
Assessing dependence between financial market indexes using conditional time-varying copulas: applications to value at risk (VaR)
Quantitative Finance
2015-04-27Paper


Research outcomes over time


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