Access Statistics for Alexander Ristig

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional systemic risk with penalized copula 0 0 0 44 0 1 1 97
Efficient iterative maximum likelihood estimation of high-parameterized time series models 0 0 0 36 0 1 2 66
Hierarchical Archimedean copulae: The HAC package 0 0 1 28 1 1 4 121
Modeling time-varying dependencies between positive-valued high-frequency time series 0 0 1 76 0 0 1 75
Total Working Papers 0 0 2 184 1 3 8 359


Statistics updated 2025-03-03