Browsing byAuthorIgnatieva, K
Showing results 1 to 9 of 9
| Issue Date | Title | Author(s) |
| 2020-07-15 | Biases in variance of decomposed portfolio returns | Alexeev, V; Ignatieva, K |
| 2020 | Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals | Alexeev, V; Ignatieva, K; Liyanage, T |
| 2018 | Detecting money market bubbles | Baldeaux, J; Ignatieva, K; Platen, E |
| 2015-03 | Industry concentration, excess returns and innovation in Australia | Gallagher, DR; Ignatieva, K; McCulloch, J; Berkman, H |
| 2015-01-01 | A Hybrid Model for Pricing and Hedging of Long-dated Bonds | Baldeaux, J; Fung, MC; Ignatieva, K; Platen, E |
| 2014-01-01 | A tractable model for indices approximating the growth optimal portfolio | Baldeaux, J; Ignatieva, K; Platen, E |
| 2012-06-01 | Estimating the diffusion coefficient function for a diversified world stock index | 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 |
| 2010-01 | Modelling co-movements and tail dependency in the international stock market via copulae | Ignatieva, K; Platen, E |
