Browsing All of EconStor by Author Bormann, Carsten
Showing results 1 to 4 of 4
| Year of Publication | Title | Author(s) |
| 2014 | A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk | Bormann, Carsten; Schienle, Melanie; Schaumburg, Julia |
| 2014 | Beyond dimension two: A test for higher-order tail risk | Bormann, Carsten; Schienle, Melanie; Schaumburg, Julia |
| 2016 | Beyond dimension two: A test for higher-order tail risk | Bormann, Carsten; Schaumburg, Julia; Schienle, Melanie |
| 2019 | Detecting structural differences in tail dependence of financial time series | Bormann, Carsten; Schienle, Melanie |
