Browsing All of EconStor by Author Kuhn, Gabriel
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2003 | Dependence estimation and visualization in multivariate extremes with applications to financial data | Hsing, Tailen; Klüppelberg, Claudia; Kuhn, Gabriel |
2004 | Modelling, estimation and visualization of multivariate dependence for risk management | Hsing, Tailen; Klüppelberg, Claudia; Kuhn, Gabriel |
2004 | Tails of credit default portfolios | Kuhn, Gabriel |
2006 | Copula structure analysis based on robust and extreme dependence measures | Klüppelberg, Claudia; Kuhn, Gabriel |
2006 | Estimating tail dependence of elliptical distributions | Klüppelberg, Claudia; Kuhn, Gabriel; Peng, Liang |
2006 | Multivariate tail copula: modeling and estimation | Klüppelberg, Claudia; Kuhn, Gabriel; Peng, Liang |