The Influence of General Strikes against Government on Stock Market Behavior
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Tomasz Piotr Wisniewski,
Brendan John Lambe,
Alexandra Dias
Scottish Journal Of Political Economy,
vol. 67, 2020, p. 72-99.
The Economic Value of Controlling for Large Losses in Portfolio Selection
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Alexandra Dias
Journal of Banking and Finance,
vol. 72, 2016, p. S81-91.
Semiparametric Estimation of Multi-asset Portfolio Tail Risk
37.57
Alexandra Dias
Journal of Banking and Finance,
vol. 49, 2014, p. 398-408.
Market Capitalization and Value-at-Risk
37.57
Alexandra Dias
Journal of Banking and Finance,
vol. 37, 2013, p. 5248-5260.
Modeling Exchange Rate Dependence Dynamics at Different Time Horizons
16.93
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Paul Embrechts
Journal of International Money and Finance,
vol. 29, 2010, p. 1687-1705.
Testing for Structural Changes in Exchange Rates Dependence beyond Linear Correlation
8.95
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Paul Embrechts
European Journal Of Finance,
vol. 15, 2009, p. 619-637.
Dependence Structures for Multivariate High-Frequency Data in Finance
7.44
Wolfgang Breymann,
Alexandra Dias,
Paul Embrechts
Quantitative Finance,
vol. 3, 2003, p. 1-14.