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Browsing All of EconStor by Author Fischer, Matthias J.

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Year of Publication	Title	Author(s)
2007	Constructing and generalizing multivariate copulas: a generalizing approach	Fischer, Matthias J.; Köck, Christian
2007	Multivariate Copula Models at Work: Outperforming the desert island copula?	Fischer, Matthias J.; Köck, Christian; Schlüter, Stephan; Weigert, Florian
2007	Some results on weak and strong tail dependence coefficients for means of copulas	Fischer, Matthias J.; Klein, Ingo
2007	Are correlations constant over time? Application of the CC-TRIGt-test to return series from different asset classes	Fischer, Matthias J.
2009	A tail quantile approximation formula for the student t and the symmetric generalized hyperbolic distribution	Schlüter, Stephan; Fischer, Matthias J.
2010	Volatility models with innovations from new maximum entropy densities at work	Fischer, Matthias J.; Gao, Yang; Herrmann, Klaus
2011	Weighted power mean copulas: Theory and application	Klein, Ingo; Fischer, Matthias J.; Pleier, Thomas

Showing results 21 to 27 of 27
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