Rafael Schmidt

Available identifiers

zbMath Open schmidt.rafaelMaRDI QIDQ745539

List of research outcomes

Publication	Date of Publication	Type
A semi-parametric approach to risk management	2019-01-14	Paper
Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence	2015-10-14	Paper
Measuring large comovements in financial markets	2014-01-24	Paper
Modelling dynamic portfolio risk using risk drivers of elliptical processes	2009-05-12	Paper
Multivariate distribution models with generalized hyperbolic margins	2008-12-11	Paper
Multivariate conditional versions of Spearman's rho and related measures of tail dependence	2007-07-19	Paper
Multivariate extensions of Spearman's rho and related statistics	2007-04-19	Paper
Non-parametric Estimation of Tail Dependence	2006-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q5493537	2006-10-23	Paper
Estimating the tail-dependence coefficient: properties and pitfalls	2005-09-29	Paper
Tail dependence for elliptically contoured distributions	2003-07-16	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: Rafael Schmidt