Access Statistics for Rafael Schmidt

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	60	3	5	12	127
Modelling dynamic portfolio risk using risk drivers of elliptical processes	0	0	0	133	3	5	5	816
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach	0	0	0	42	5	7	10	168
Total Working Papers	0	0	1	235	11	17	27	1,111

Journal Article	File Downloads				Abstract Views
Journal Article	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	4	6	9	62
Estimating the tail-dependence coefficient: Properties and pitfalls	0	1	2	238	2	10	15	529
Forecasting German mortality using panel data procedures	0	0	0	35	3	4	9	134
Measuring large comovements in financial markets	0	0	0	9	1	3	4	25
Modelling dynamic portfolio risk using risk drivers of elliptical processes	0	0	0	23	3	4	5	144
Multivariate conditional versions of Spearman's rho and related measures of tail dependence	0	0	0	30	4	6	11	187
Multivariate distribution models with generalized hyperbolic margins	0	0	0	28	2	5	5	90
Multivariate extensions of Spearman's rho and related statistics	0	0	1	58	3	8	15	266
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence	0	1	1	33	2	4	5	125
Non‐parametric Estimation of Tail Dependence	0	0	1	76	3	8	11	222
Scaling of Lévy–Student processes	0	0	0	5	3	3	3	21
Tail dependence for elliptically contoured distributions	0	1	1	11	4	5	7	34
Total Journal Articles	0	3	6	552	34	66	99	1,839

Chapter	File Downloads				Abstract Views
Chapter	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Statistical Inference for Sharpe Ratio	0	0	0	2	4	7	10	44
Total Chapters	0	0	0	2	4	7	10	44

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Statistics updated 2026-02-12