Browsen in EconStor gesamt nach Autor:innen Ristig, Alexander
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Erscheinungsjahr | Titel | Autor:innen |
2012 | Modeling time-varying dependencies between positive-valued high-frequency time series | Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander |
2012 | Hierarchical Archimedean copulae: The HAC package | Okhrin, Ostap; Ristig, Alexander |
2014 | Efficient iterative maximum likelihood estimation of high-parameterized time series models | Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander |
2014 | Efficient iterative maximum likelihood estimation of high-parameterized time series models | Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander |
2015 | Conditional systemic risk with penalized copula | Okhrin, Ostap; Ristig, Alexander; Sheen, Jeffrey R.; Trück, Stefan |