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Venture capital, credit, and fintech start-up formation : a cross-country study
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Flexible multivariate Hill estimators
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- Journal Article
- A1
- open access
Comparison and classification of flexible distributions for multivariate skew and heavy-tailed data
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Quantile-based inference for tempered stable distributions
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- Journal Article
- A1
- open access
Systemic risk in the US : interconnectedness as a circuit breaker
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Short selling in extreme events
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- Journal Article
- A1
- open access
Smoothing it out : empirical and simulation results for disentangled realized covariances
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Surfing through the GFC : systemic risk in Australia
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Multivariate hill estimators
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Estimating and forecasting large panels of volatilities with approximate dynamic factor models