Macquarie University ResearchOnline
List View
Showing items 1 - 5 of 5.
Add to Quick Collection All 5 Results
| Title | Author/Creator | Date | Full Text | Reviewed | |
|---|---|---|---|---|---|
| Concentration and stock returns : Australian evidence | Ignatieva, Katja | 2010 | — | ||
| Estimating the diffusion coefficient function for a diversified world stock index | Ignatieva, Katja; Platen, Eckhard | 2012 | — | 
|
|
| Modelling co-movements and tail dependency in the international stock market via copulae | Ignatieva, Katja; Platen, Eckhard | 2010 | — |
|
|
| Modelling spot price dependence in Australian electricity markets with applications to risk management | Ignatieva, Katja | 2011 | — | ||
| Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index | Ignatieva, Katja; Platen, Eckhard; Rendek, Renata | 2011 | — |
|
Copyright Macquarie University | Privacy Statement | Accessibility Information
ABN 90 952 801 237 | CRICOS Provider No 00002J