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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 2015-09-10. Update your information in the RePEc Author Service.

Short-id: pri277


Working Papers

2015

  1. Conditional Systemic Risk with Penalized Copula
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)

2014

  1. Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)

2012

  1. Hierarchical Archimedean Copulae: The HAC Package
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (14)
 
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