The following pages link to Matthias Fischer (Q347265):
Displaying 24 items.
- pTAS distributions with application to risk management (Q347267) (← links)
- (Q451363) (redirect page) (← links)
- Generalized Tukey-type distributions with application to financial and teletraffic data (Q451364) (← links)
- Kurtosis modelling by means of the \(J\)-transformation (Q819414) (← links)
- Constructing generalized FGM copulas by means of certain univariate distributions (Q870520) (← links)
- Power kurtosis transformations: definition, properties and ordering (Q878300) (← links)
- The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution (Q906647) (← links)
- Statistical inference for Markov chains with applications to credit risk (Q2228220) (← links)
- Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework (Q2323171) (← links)
- Generalized hyperbolic secant distributions. With applications to finance (Q2437607) (← links)
- Constructing and generalizing given multivariate copulas: a unifying approach (Q2892878) (← links)
- A Tail Quantile Approximation for the Student<i>t</i>Distribution (Q2920063) (← links)
- Skewness by Splitting the Scale Parameter (Q3424150) (← links)
- Tukey-Type Distributions in the Context of Financial Data (Q3435956) (← links)
- An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns (Q3574769) (← links)
- An empirical analysis of multivariate copula models (Q3650966) (← links)
- Connecting rating migration matrices and the business cycle by means of generalized regression models (Q4620155) (← links)
- An extended likelihood framework for modelling discretely observed credit rating transitions (Q4628037) (← links)
- (Q4686957) (← links)
- (Q4929877) (← links)
- Parameter estimation of Tukey-type distributions: A comparative analysis (Q5082585) (← links)
- (Q5386502) (← links)
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study (Q5417944) (← links)
- A Note on the Kurtosis Ordering of the Generalized Secant Hyperbolic Distribution (Q5450530) (← links)
