The following pages link to Rafael Schmidt (Q745539):
Displaying 11 items.
- Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence (Q745540) (← links)
- Multivariate extensions of Spearman's rho and related statistics (Q876985) (← links)
- Multivariate distribution models with generalized hyperbolic margins (Q959294) (← links)
- Multivariate conditional versions of Spearman's rho and related measures of tail dependence (Q997002) (← links)
- Modelling dynamic portfolio risk using risk drivers of elliptical processes (Q1017766) (← links)
- Tail dependence for elliptically contoured distributions (Q1397061) (← links)
- Estimating the tail-dependence coefficient: properties and pitfalls (Q2567090) (← links)
- Measuring large comovements in financial markets (Q2873533) (← links)
- Non-parametric Estimation of Tail Dependence (Q3411077) (← links)
- A semi-parametric approach to risk management (Q4647288) (← links)
- (Q5493537) (← links)
