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Authors: Hibbert, Aydin
Date: 2019
Language: eng
Resource Type: Thesis MRes
Identifier: http://hdl.handle.net/1959.14/1270566
Description: Empirical thesis.
Full Text: Full Text
Authors: Armanious, Amir
Date: 2018
Language: eng
Resource Type: Thesis PhD
Identifier: http://hdl.handle.net/1959.14/1267218
Description: Empirical thesis.
Full Text: Full Text
Date: 2015
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/353154
Description: In order to analyse the entire tail dependence structure among random variables in a multidimensional setting, we present and study several nonparametric estimators of general tail dependence function ... More
Reviewed: Reviewed
Date: 2014
Language: eng
Resource Type: Thesis PhD
Identifier: http://hdl.handle.net/1959.14/1067721
Description: Thesis by publication.
Full Text: Full Text
Authors: Ramli, Siti Mohd
Date: 2013
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/273399
Description: To provide a pricing framework for financial & insurance instruments that captures various types of multivariate dependence structure using a combined statistical and econophysics approaches.
Authors: Ignatieva, Katja
Date: 2011
Language: eng
Resource Type: conference paper abstract
Identifier: http://hdl.handle.net/1959.14/193722
Description: Purpose: Our study is aimed to give a better understanding of the price dynamics in regional electricity spot markets in Australia. We examine the dependence structure between electricity spot prices ... More
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