Hans Manner

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A monitoring procedure for detecting structural breaks in factor copula models Studies in Nonlinear Dynamics & Econometrics	2023-04-27	Paper
A survey on time-varying copulas: specification, simulations, and application Econometric Reviews	2022-05-31	Paper
The ``wrong skewness'' problem in stochastic frontier models: a new approach Econometric Reviews	2022-02-24	Paper
Testing for structural breaks in factor copula models Journal of Econometrics	2019-04-29	Paper
Modeling high‐dimensional time‐varying dependence using dynamic D‐vine models Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Modeling multivariate extreme events using self-exciting point processes Journal of Econometrics	2014-08-06	Paper
Multivariate time series models for asset prices Handbook of Computational Finance	2012-01-10	Paper
Tails of correlation mixtures of elliptical copulas Insurance Mathematics & Economics	2011-08-01	Paper
Testing for Asymmetric Dependence Studies in Nonlinear Dynamics & Econometrics	2010-07-02	Paper

Research outcomes over time

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