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Ignatieva, Katja

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Modelling spot price dependence in Australian electricity markets with applications to risk management 20 19 0
Estimating the diffusion coefficient function for a diversified world stock index 40 39 0
Modelling co-movements and tail dependency in the international stock market via copulae 42 41 0
Concentration and stock returns : Australian evidence 76 64 0
Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index 25 22 1
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Ignatieva, Katja

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Ignatieva, Katja

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