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Browsing byAuthorIgnatieva, K
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Showing results 4 to 9 of 9
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Issue Date
Title
Author(s)
2012-06-01
Estimating the diffusion coefficient function for a diversified world stock index
Ignatieva, K
;
Platen, E
2015-01-01
A Hybrid Model for Pricing and Hedging of Long-dated Bonds
Baldeaux, J
;
Fung, MC
;
Ignatieva, K
;
Platen, E
2015-03
Industry concentration, excess returns and innovation in Australia
Gallagher, DR
;
Ignatieva, K
;
McCulloch, J
;
Berkman, H
2010-01
Modelling co-movements and tail dependency in the international stock market via copulae
Ignatieva, K
;
Platen, E
2014-01-01
A tractable model for indices approximating the growth optimal portfolio
Baldeaux, J
;
Ignatieva, K
;
Platen, E
2011-09-01
Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index
Ignatieva, K
;
Platen, E
;
Rendek, R
