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

This page was built for person: Rafael Schmidt