Matthias Fischer

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

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