Details about Alexander Ristig

Workplace:

Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften (Faculty of Economics), Universität Wien (University of Vienna), (more information at EDIRC)

Access statistics for papers by Alexander Ristig.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pri277

Working Papers

2015

Conditional systemic risk with penalized copula
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk View citations (1)

2014

Efficient iterative maximum likelihood estimation of high-parameterized time series models
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

2012

Hierarchical Archimedean copulae: The HAC package
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk
Modeling time-varying dependencies between positive-valued high-frequency time series
SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk

The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

Page updated 2025-03-22