Access Statistics for Rafael Schmidt

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
Computing platforms for big data analytics and artificial intelligence 0 0 0 60 1 5 18 134
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 133 0 4 9 820
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 0 5 16 174
Total Working Papers 0 0 0 235 1 14 43 1,128

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A semi-parametric approach to risk management 0 0 0 6 0 5 14 68
Estimating the tail-dependence coefficient: Properties and pitfalls 1 1 3 239 1 2 14 531
Forecasting German mortality using panel data procedures 0 0 0 35 0 1 10 137
Measuring large comovements in financial markets 0 0 0 9 0 1 5 27
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 23 0 2 7 146
Multivariate conditional versions of Spearman's rho and related measures of tail dependence 0 0 0 30 0 5 14 192
Multivariate distribution models with generalized hyperbolic margins 0 0 0 28 0 0 5 90
Multivariate extensions of Spearman's rho and related statistics 0 0 1 58 0 5 20 271
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence 1 1 2 34 1 2 10 130
Non‐parametric Estimation of Tail Dependence 0 0 1 76 0 2 13 225
Scaling of Lévy–Student processes 0 0 0 5 0 2 5 23
Tail dependence for elliptically contoured distributions 0 0 1 11 0 1 9 36
Total Journal Articles 2 2 8 554 2 28 126 1,876

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Statistical Inference for Sharpe Ratio 0 0 0 2 1 6 15 50
Total Chapters 0 0 0 2 1 6 15 50

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Statistics updated 2026-06-04