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DateTitle Authors
2010 Infinite-variance, alpha-stable shocks in monetary SVARHannsgen, Greg
2012 Applying Benford's Law to individual financial reports: An empirical investigation on the basis of SEC XBRL filingsHenselmann, Klaus / Scherr, Elisabeth / Ditter, Dominik
2011 A hierarchical model of tail dependent asset returns for assessing portfolio credit riskPuzanova, Natalia
2011 A hierarchical Archimedean copula for portfolio credit risk modellingPuzanova, Natalia
2010 Building loss modelsBurnecki, Krzysztof / Janczura, Joanna / Weron, Rafał
2011 Infinite-variance, alpha-stable shocks in monetary SVAR: Final working-paper versionHannsgen, Greg
2013 Note on Lilien and Modified Lilien indexAnsari, Muhammad Rashid / Mussida, Chiara / Pastore, Francesco

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