Browsing All of EconStor by Author Ristig, Alexander
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
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 |