Market Risk Management for High-Dimensional Portfolios: Evidence from Russian Stocks

A Dynamic Grouped-T Copula Approach for High-Dimensional Portfolios

Operational Risk Management: A Review

Global oil risks in the early 21st Century

Dangers and Opportunities for the Russian Banking Sector 2007 - 2008

The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study

Three-stage semi-parametric estimation of -copulas: Asymptotics, finite-sample properties and computational aspects

Global oil risks in the early 21st century

A Mini Bubble in the SP500 ready to Burst?

Three-Stage Semi-parametric Estimation of T-Copulas: Asymptotics, Finite-Samples Properties and Computational Aspects