European Journal of Finance

Issue: 15, 7/8

http://www.tandf.co.uk/journals/routledge/1351847X.html

• The Advent of Copulas in Finance  609 - 618
  Genest, Christian
  Gendron, Michel
  Bourdeau-Brien, Michaël
• Testing for structural changes in exchange rates' dependence beyond linear correlation  619 - 637
  Dias, Alexandra
  Embrechts, Paul
• Models for construction of multivariate dependence - a comparison study  640 - 659
  aas, kjersti
  Berg, Daniel
• Dependency without copulas or ellipticity  661 - 674
  Shaw, William T.
  Munir, Asad
• Copula goodness-of-fit testing: an overview and power comparison  675 - 701
  Berg, Daniel
• Asymmetric dependence patterns in financial time series  703 - 719
  Ammann, Manuel
• Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets  721 - 750
  Bouyé, Eric
  Salmon, Mark
• Risk return of reinsurance contracts under copula models  751 - 775
  Eling, Martin
  Toplek, Denis
• Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market  777 - 795
  Guégan, D.
  Zang, Jing