Details about Alexander Ristig
Access statistics for papers by Alexander Ristig.
Last updated 2015-09-10. Update your information in the RePEc Author Service.
Short-id: pri277
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Journal Articles
Working Papers
2015
- Conditional Systemic Risk with Penalized Copula
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (3)
2014
- Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (2)
2012
- Hierarchical Archimedean Copulae: The HAC Package
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
View citations (14)
Journal Articles