Person:347265

Available identifiers

zbMath Open fischer.matthiasMaRDI QIDQ347265

List of research outcomes

Publication	Date of Publication	Type
Parameter estimation of Tukey-type distributions: A comparative analysis	2022-06-21	Paper
Statistical inference for Markov chains with applications to credit risk	2021-02-17	Paper
Modeling stochastic recovery rates and dependence between default rates and recovery rates within a generalized credit portfolio framework	2019-08-30	Paper
An extended likelihood framework for modelling discretely observed credit rating transitions	2019-03-06	Paper
Connecting rating migration matrices and the business cycle by means of generalized regression models	2019-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q4686957	2018-10-10	Paper
pTAS distributions with application to risk management	2016-11-30	Paper
The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution	2016-01-22	Paper
Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study	2014-05-23	Paper
Generalized hyperbolic secant distributions. With applications to finance	2014-03-04	Paper
A Tail Quantile Approximation for the StudenttDistribution	2012-10-23	Paper
Generalized Tukey-type distributions with application to financial and teletraffic data	2012-09-23	Paper
Constructing and generalizing given multivariate copulas: a unifying approach	2012-06-25	Paper
https://portal.mardi4nfdi.de/entity/Q4929877	2010-09-24	Paper
An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns	2010-07-02	Paper
An empirical analysis of multivariate copula models	2009-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q5386502	2008-05-14	Paper
A Note on the Kurtosis Ordering of the Generalized Secant Hyperbolic Distribution	2008-03-12	Paper
Tukey-Type Distributions in the Context of Financial Data	2007-05-08	Paper
Power kurtosis transformations: definition, properties and ordering	2007-04-26	Paper
Constructing generalized FGM copulas by means of certain univariate distributions	2007-03-12	Paper
Skewness by Splitting the Scale Parameter	2007-02-15	Paper
Kurtosis modelling by means of the \(J\)-transformation	2006-03-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Matthias Fischer