Browsen in EconStor gesamt nach Autor:innen Fischer, Matthias
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Erscheinungsjahr | Titel | Autor:innen |
2012 | A skew and leptokurtic distribution with polynomial tails and characterizing functions in closed form | Fischer, Matthias |
2016 | Application of vine copulas to credit portfolio risk modeling | Geidosch, Marco; Fischer, Matthias |
2017 | Stress testing German industry sectors: Results from a vine copula based quantile regression | Fischer, Matthias; Kraus, Daniel; Pfeuffer, Marius; Czado, Claudia |
2023 | Fast approximation methods for credit portfolio risk calculations | Jakob, Kevin; Churt, Johannes; Fischer, Matthias; Nolte, Kim; Okhrin, Yarema; Sondermann, Dirk; Wilke, Stefan; Worbs, Thomas |