Details about Andrea Krajina

Access statistics for papers by Andrea Krajina.

Last updated 2011-07-05. Update your information in the RePEc Author Service.

Short-id: pkr112

Working Papers

2014

1. An M-estimator of Spatial Tail Dependence
   Discussion Paper, Tilburg University, Center for Economic Research View citations (8)

2012

2. An M-estimator for tail dependence in arbitrary dimensions
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (41)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2011) View citations (7)

2010

3. An M-estimator of multivariate tail dependence
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)

2009

4. A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models
   Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
5. Estimating Extreme Bivariate Quantile Regions
   Discussion Paper, Tilburg University, Center for Economic Research View citations (4)

2008

6. A method of moments estimator of tail dependence
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (21)
   Also in Discussion Paper, Tilburg University, Center for Economic Research (2007) View citations (1)