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Recovering copulas from limited information and an application to asset allocation. (2011). Chu, Ba.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:35:y:2011:i:7:p:1824-1842.

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Cited: 14

Citations received by this document

Cites: 41

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Cocites: 50

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Citations

Citations received by this document

  1. Predicting tail events in a RIA-EVT-Copula framework. (2022). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003703.

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  2. Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen.
    In: Papers.
    RePEc:arx:papers:2004.03190.

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  3. The profitability of pairs trading strategies: distance, cointegration and copula methods. (2016). faff, robert ; Yew, Rand Kwong ; Rad, Hossein .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:16:y:2016:i:10:p:1541-1558.

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  4. Asset Allocation Brewed Accross African Stock Markets. (2016). Mensah, Lord.
    In: Proceedings of Economics and Finance Conferences.
    RePEc:sek:iefpro:3205757.

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  5. Recovering the Most Entropic Copulas from Preliminary Knowledge of Dependence. (2016). Chu, Ba ; Satchell, Stephen.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:2:p:20-:d:66662.

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  6. Maximum entropy copula with given diagonal section. (2015). Dutfoy, Anne ; Fischer, Richard ; Delmas, Jean-Franois ; Butucea, Cristina .
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:137:y:2015:i:c:p:61-81.

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  7. Is volatility clustering of asset returns asymmetric?. (2015). Xu, Dinghai ; Ning, Cathy ; Wirjanto, Tony S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:62-76.

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  8. The multivariate option iPoD framework: assessing systemic financial risk. (2014). Vilsmeier, Johannes ; Matros, Philipp .
    In: Discussion Papers.
    RePEc:zbw:bubdps:202014.

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  9. Is Volatility Clustering of Asset Returns Asymmetric?. (2014). Xu, Dinghai ; Ning, Cathy ; Wirjanto, Tony.
    In: Working Papers.
    RePEc:rye:wpaper:wp050.

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  10. Canonical vine copulas in the context of modern portfolio management: Are they worth it?. (2013). faff, robert ; Alcock, Jamie ; Brailsford, Timothy ; Low, Rand Kwong Yew, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:3085-3099.

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  11. Robust evidence on the similarity of Sharpe ratio and drawdown-based hedge fund performance rankings. (2013). Auer, Benjamin R. ; Schuhmacher, Frank .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:153-165.

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  12. The Multivariate Option iPoD Framework - Assessing Systemic Financial Risk. (2013). Vilsmeier, Johannes ; Matros, Philipp .
    In: Working Papers.
    RePEc:bav:wpaper:143_matrosvilsmeier.

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  13. Approximation of Asymmetric Multivariate Return Distributions. (2012). Chu, Ba.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:19:y:2012:i:3:p:293-318.

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  14. Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspective. (2012). Hyde, Stuart ; Guidolin, Massimo.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:695-716.

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  2. Can VAR Models Capture Regime Shifts in Asset Returns? A Long-Horizon Strategic Asset Allocation Perspective. (2011). Hyde, Stuart ; Guidolin, Massimo.
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  11. Consumption and Portfolio Choice with Option-Implied State Prices. (2008). Ait-Sahalia, Yacine ; Brandt, Michael W. ; At-Sahalia, Yacine .
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  12. Realized portfolio selection in the euro area. (2008). MORANA, CLAUDIO.
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  13. Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk.. (2008). Savona, Roberto ; amisano, gianni.
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