N G Bingham

This author does not work for the BIS.

2 items

August 2006	A semi-parametric approach to risk management by N G Bingham, Rafael Schmidt and Rüdiger Kiesel in Quantitative Finance
January 2005	Interplay between distributional and temporal dependence - An empirical study with high-frequency asset returns by N G Bingham and Rafael Schmidt in From Stochastic Analysis to Mathematical Finance R Lipster and Y Kabanov (eds)