| Publication | Date of Publication | Type |
|---|
| Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule | 2025-01-20 | Paper |
| On spatial contagion and multivariate GARCH models | 2024-07-10 | Paper |
| A note on the equivalence between the conditional uncorrelation and the independence of random variables | 2024-03-25 | Paper |
| On copulas with a trapezoid support | 2023-10-17 | Paper |
| On the class of truncation invariant bivariate copulas under constraints | 2022-01-21 | Paper |
| On copulas of self-similar Ito processes | 2022-01-03 | Paper |
| On the dependence between a Wiener process and its running maxima and running minima processes | 2021-09-05 | Paper |
| On the class of bivariate Archimax copulas under constraints | 2021-08-24 | Paper |
| A note on conditional variance and characterization of probability distributions | 2020-10-12 | Paper |
| On Copula-Itô processes | 2020-05-12 | Paper |
| Truncation invariant copulas and a testing procedure | 2020-04-01 | Paper |
| On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau | 2019-05-17 | Paper |
| On truncation invariant copulas and their estimation | 2018-11-01 | Paper |
| A note on conditional covariance matrices for elliptical distributions | 2017-12-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5359607 | 2017-09-27 | Paper |
| A Test for Truncation Invariant Dependence | 2017-08-18 | Paper |
| On conditional value at risk (CoVaR) for tail-dependent copulas | 2017-03-16 | Paper |
| Covar of families of copulas | 2016-11-18 | Paper |
| The 20-60-20 rule | 2016-09-30 | Paper |
| Connectedness Measures of Spatial Contagion in the Banking and Insurance Sector | 2016-05-26 | Paper |
| On Copulas and Differential Inclusions | 2016-05-13 | Paper |
| Univariate conditioning of vine copulas | 2015-06-18 | Paper |
| On the Characterization of Copulas by Differential Equations | 2014-11-26 | Paper |
| Absolutely Continuous Copulas with Given Diagonal Sections | 2014-07-29 | Paper |
| Coupling of Wiener processes by using copulas | 2014-02-11 | Paper |
| Invariant dependence structure under univariate truncation: the high-dimensional case | 2013-11-21 | Paper |
| The Limiting Properties of Copulas Under Univariate Conditioning | 2013-09-20 | Paper |
| Gaussian approximation of conditional elliptical copulas | 2012-08-24 | Paper |
| Invariant dependence structure under univariate truncation | 2012-06-25 | Paper |
| Spatial contagion between financial markets: a copula-based approach | 2011-11-26 | Paper |
| Invariant dependence structures and Archimedean copulas | 2011-11-15 | Paper |
| A New Characterization of Bivariate Copulas | 2010-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3183808 | 2009-10-21 | Paper |
| On copulas and their diagonals | 2009-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3534921 | 2008-11-10 | Paper |
| On a subjective approach to risk measurement | 2007-05-09 | Paper |
| On uniform tail expansions of multivariate copulas and wide convergence of measures | 2007-01-10 | Paper |
| On uniform tail expansions of bivariate copulas | 2004-11-29 | Paper |
| A geometric point of view on mean-variance models | 2003-09-09 | Paper |
| On the strong Hasse principle for fields of quotients of power series rings in two variables | 2001-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4952532 | 2001-08-26 | Paper |
| On the topological triviality along moduli of deformations of $J_{k,0}$ singularities | 2001-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4233747 | 1999-08-31 | Paper |
| On the Witt rings of function fields of quasihomogeneous varieties | 1999-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4361547 | 1997-12-17 | Paper |
| On the versal discriminant of $J_{k,0}$ singularities | 1996-05-06 | Paper |
| On the Milnor \(K\)-theory of the function fields of quasihomogeneous cones | 1996-02-26 | Paper |
| About the Witt rings of function fields of algebroid quadratic quasihomogeneous surfaces | 1995-12-11 | Paper |
| Decompositions of hypersurface singularities oftype $J_{k,0}$ | 1994-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3135189 | 1994-08-15 | Paper |
| Quadratic field extensions and residue homomorphisms of Witt rings | 1994-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4037358 | 1993-05-18 | Paper |
| Witt rings of fields of quotients of two-dimensional regular local rings | 1993-03-07 | Paper |
| About estimates on number of squares necessary to represent a positive- definite analytic function | 1992-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3828110 | 1988-01-01 | Paper |
| Decompositions of parabolic singularities of one level | 1987-01-01 | Paper |
| Distribution of critical values of miniversal deformations of parabolic singularities | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3724405 | 1986-01-01 | Paper |
| Extensions of Orderings on Fields of Quotients of Rings of Real Analytic Functions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3216872 | 1982-01-01 | Paper |
