Browsing All of EconStor by Author Fischer, Matthias
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
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 |