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Angelos Dassios

Identifiers

  • name variant Angelos Dassios 0.60 · backfill

Papers (3)

  1. An Economic Bubble Model and Its First Passage Time q-fin.MF · 2018 · author #1
  2. Stationarity of Bivariate Dynamic Contagion Processes q-fin.MF · 2014 · author #1
  3. A consistent test of independence based on a sign covariance related to Kendall's tau math.ST · 2010 · author #2

Mentions

  • 1007.4259 #2 · backfill · confidence 0.70 Angelos Dassios

Frequent Coauthors