Olga Reznikova

Hafner, C., Reznikova, O., 2010. Efficient estimation of a semiparametric dynamic copula model. Computational Statistics & Data Analysis, 54 (11), p. 2609-2627.

The aim of this paper is to bring together different specifications for copula models with time-varying dependence structure. Copula models are widely used now in financial ...

grayee@ulb.ac.be; Olga Reznikova Olga.Reznikova@uclouvain.be; Géraldine Laurent G.Laurent@student.ulg.ac.be; Christophe Ley Christophe.Ley@ulb.ac.be

-Olga Reznikova (U.C.L.) On the estimation of the dynamic conditional correlation models.-Teh Amouh (F.U.N.D.P.Namur) Stratified aggregation rule for multiple classifier systems. 12h10 ...

Hans Manner and Olga Reznikova* - "Time-varying copulas: a survey" U. Cherubini, S. Mulinacci and S. Romagnoli* - "A Copula-Based Model for Spatial and Temporal ...