L. Dalla Valle

International Journal of Risk Assessment and Management · 2008

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom L. Dalla Valle trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Umberto Cherubini
  2. Elisa Luciano
  3. Paolo Giudici

Papers from L. Dalla Valle's perspective

Ordered by how strongly the researchers L. Dalla Valle trusts endorse each paper. Same corpus, a different order for every researcher.

  1. An Introduction to Copulas
  2. Copula methods in finance
  3. Fonctions de repartition a n dimensions et leurs marges
  4. On Default Correlation: A Copula Function Approach
  5. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  6. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  7. Mixing: Properties and Examples
  8. A test for constant correlations in a multivariate GARCH model
  9. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  10. Dynamic Conditional Correlation

Their papers