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Heger J., Min A., and Zagst R.
Analyzing Credit Spread Changes using Explainable Artifcial Intelligence
International Review of Financial Analysis
2024
94
103315

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Ramsauer, F.; Min, A.; Lingauer, M.
Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
Econometrics
2019

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Czado, C., Bax, K., Sahin, Ö., Nagler, T., Min, A. and Paterlini, S.
Vine copula based dependence modeling in sustainable finance
The Journal of Finance and Data Science
2022

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Brück, F., Fermanian, J.-D. and Min, A.
A corrected Clarke test for model selection and beyond
Journal of Econometrics
2022

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Nagler, T.; Krüger, D.; Min, A.
Stationary vine copula models for multivariate time series
Journal of Econometrics
2022

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Bücher, A.; Jaser, M.; Min, A.
Detecting departures from meta-ellipticity for multivariate stationary time series
Dependence Modeling
2021

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KIelmann, J.; Manner, H.; Min, A.
Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
Empirical Economics
2021

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Derumigny, A., Fermanian, J.-D. and Min, A.
Testing for equality between conditional copulas given discretized conditioning events
Canadian Journal of Statistics
2022

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Min, A.; Scherer, M.; Schischke, A.; Zagst, R.
Modeling Recovery Rates of Small- and Medium-Sized Entities in the US
Mathematics
2020
8
11

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Jaser, M.; Min, A.
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
Computational Statistics
2020