Jonathan Tawn
2 published titles
Hedging the black swan : conditional heteroskedasticity and tail dependence in S&P500 and VIX
(Contributor)
2 editions
- Manchester Business School
- 2009
- Details
- Manchester Business School
- 2009
- Details
Managing portfolio risk using multivariate extreme value methods
(Contributor)
1 edition
- Manchester Business School
- 2013
- Details
