Macquarie University, Sydney Macquarie University ResearchOnline

Ignatieva, Katja

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Title Hits Visitors Downloads
Modelling spot price dependence in Australian electricity markets with applications to risk management 26 25 0
Estimating the diffusion coefficient function for a diversified world stock index 41 40 0
Modelling co-movements and tail dependency in the international stock market via copulae 51 50 0
Concentration and stock returns : Australian evidence 77 65 0
Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index 27 24 1
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Ignatieva, Katja

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Ignatieva, Katja

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