Macquarie University, Sydney Macquarie University ResearchOnline

Ignatieva, Katja

Statistics
Title Hits Visitors Downloads
Modelling spot price dependence in Australian electricity markets with applications to risk management 36 34 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 56 55 0
Concentration and stock returns : Australian evidence 78 66 0
Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index 31 28 1
Repository Search URL

Ignatieva, Katja

Formatted Bibliography URL

Ignatieva, Katja

Bibliography Script

To include a live feed of this author's bibliography on a static Web page (e.g., a personal home page), add the following JavaScript include to the body of the HTML.