| Dependence structures for multivariate high-frequency data in finance W Breymann, A Dias, P Embrechts Quantitative Finance 3 (1), 1-14, 2003 | 672 | 2003 |
| Dynamic copula models for multivariate high-frequency data in finance A Dias, P Embrechts Manuscript, ETH Zurich 81, 1-42, 2004 | 194 | 2004 |
| Modeling exchange rate dependence dynamics at different time horizons A Dias, P Embrechts Journal of International Money and Finance 29 (8), 1687-1705, 2010 | 133 | 2010 |
| Change-point analysis for dependence structures in nance and insurance A Dias, P Embrechts Novos Rumos em Estatistica (Ed. C. Carvalho, F. Brilhante and F. Rosado …, 2002 | 106 | 2002 |
| Market capitalization and Value-at-Risk A Dias Journal of Banking & Finance 37 (12), 5248-5260, 2013 | 90 | 2013 |
| Copula inference for finance and insurance A Costa Dias ETH Zurich, 2004 | 81 | 2004 |
| The ART of dependence modelling: the latest advances in correlation analysis P Blum, A Dias, P Embrechts SSRN, 2014 | 64 | 2014 |
| Testing for structural changes in exchange rates’ dependence beyond linear correlation A Dias, P Embrechts The European Journal of Finance 15 (7-8), 619-637, 2009 | 62 | 2009 |
| The economic value of controlling for large losses in portfolio selection A Dias Journal of Banking & Finance 72, S81-S91, 2016 | 19* | 2016 |
| Dynamic copula models for multivariate high-frequency data in finance, Department of Mathematics ETH Zurich P Embrechts, A Dias working paper, 2003 | 17 | 2003 |
| Semiparametric estimation of multi-asset portfolio tail risk A Dias Journal of banking & finance 49, 398-408, 2014 | 14 | 2014 |
| The Influence of General Strikes on Stock Market Behavior T Wisniewski, B Lambe, A Dias Scottish Journal of Political Economy 67 (1), 72-99, 2020 | 6 | 2020 |
| Copulae and Multivariate Probability Distributions in Finance A Dias, M Salmon, C Adcock Routledge, 2013 | 3 | 2013 |
| Maximum pseudo-likelihood estimation in copula models for small weakly dependent samples A Dias arXiv preprint arXiv:2208.01322, 2022 | 1 | 2022 |
| Effect of Stop-Loss Reinsurance on Primary Insurer Solvency C Constantinescu, A Dias, B Li, D Šiška, S Wang Risks 10 (10), 193, 2022 | | 2022 |
| PRACTICAL ISSUES IN CREDIT RISK A Dias, C Suisse, CP Analytics | | |
Tomasz Piotr WisniewskiThe Open UniversityVerified email at open.ac.uk
