Antonio Cosma
Antonio Cosma
Associate professor, Universite du Luxembourg
Verified email at uni.lu
Title
Cited by
Cited by
Year
The dark side of global integration: Increasing tail dependence
M Beine, A Cosma, R Vermeulen
Journal of Banking & Finance 34 (1), 184-192, 2010
1882010
Multivariate wavelet-based shape-preserving estimation for dependent observations
A Cosma, O Scaillet, R Von Sachs
Bernoulli 13 (2), 301-329, 2007
232007
Early exercise decision in american options with dividends, stochastic volatility, and jumps
A Cosma, S Galluccio, P Pederzoli, O Scaillet
Journal of Financial and Quantitative Analysis, 1-26, 2018
92018
Valuing American options using fast recursive projections
A Cosma, S Galluccio, P Pederzoli, O Scaillet
Available at SSRN 2091236, 2016
52016
A nonparametric ACD model
A Cosma, F Galli
August, 2006
52006
A Nonparametric ACD Model
A Cosma, F Galli
Discussion paper, 2005
32005
The Dark Side of Global Integration: Increasing Tail Dependence
A Cosma, M Beine, R Vermeulen
LSF Research Working Paper Series, 2009
12009
Nonparametric analysis for risk management and market microstructure
A Cosma
Faculté des Sciences Économiques, Sociales et Politiques, Université …, 2004
12004
Inference in conditional moment restriction models when there is selection due to stratification
A Cosma, AV Kostyrka, G Tripathi
The Econometrics of Complex Survey Data, 2019
2019
Indirect inference for nonlinear panel data
A Cosma, F Galli
2016
Algorithmes et marchés d'options
A Cosma
D’Lëtzebuerger Land, 2014
2014
Nonparametric analysis for riskmanagementand market microstructure
A Cosma
UCL-Université Catholique de Louvain, 2004
2004
and Probability
A COSMA, O SCAILLET, R SACHS, K SIEGRIST, V BENTKUS, BY JING, ...
Wavelet estimation sous contraintes des fonctions de densité et de repartition pour des données multivariées corrélées
A Cosma, R von Sachs, O Scaillet
and Probability
M Compact
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Articles 1–15