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	0	6	10	124
Modelling dynamic portfolio risk using risk drivers of elliptical processes	0	0	0	133	2	2	2	813
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach	0	0	0	42	2	3	5	163
Total Working Papers	0	0	1	235	4	11	17	1,100

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	1	4	5	58
Estimating the tail-dependence coefficient: Properties and pitfalls	0	1	2	238	5	9	15	527
Forecasting German mortality using panel data procedures	0	0	0	35	0	3	6	131
Measuring large comovements in financial markets	0	0	0	9	2	2	3	24
Modelling dynamic portfolio risk using risk drivers of elliptical processes	0	0	0	23	1	1	2	141
Multivariate conditional versions of Spearman's rho and related measures of tail dependence	0	0	0	30	0	5	7	183
Multivariate distribution models with generalized hyperbolic margins	0	0	0	28	2	3	3	88
Multivariate extensions of Spearman's rho and related statistics	0	0	1	58	2	8	12	263
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence	0	1	1	33	1	2	3	123
Non‐parametric Estimation of Tail Dependence	0	1	1	76	3	6	8	219
Scaling of Lévy–Student processes	0	0	0	5	0	0	1	18
Tail dependence for elliptically contoured distributions	1	1	1	11	1	3	4	30
Total Journal Articles	1	4	6	552	18	46	69	1,805

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	2	3	6	40
Total Chapters	0	0	0	2	2	3	6	40

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Statistics updated 2026-01-09