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 2 5 13 129
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 133 0 5 5 816
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 1 8 11 169
Total Working Papers 0 0 0 235 3 18 29 1,114

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 1 6 10 63
Estimating the tail-dependence coefficient: Properties and pitfalls 0 0 2 238 0 7 15 529
Forecasting German mortality using panel data procedures 0 0 0 35 2 5 9 136
Measuring large comovements in financial markets 0 0 0 9 1 4 4 26
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 23 0 4 5 144
Multivariate conditional versions of Spearman's rho and related measures of tail dependence 0 0 0 30 0 4 10 187
Multivariate distribution models with generalized hyperbolic margins 0 0 0 28 0 4 5 90
Multivariate extensions of Spearman's rho and related statistics 0 0 1 58 0 5 15 266
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence 0 0 1 33 3 6 8 128
Non‐parametric Estimation of Tail Dependence 0 0 1 76 1 7 12 223
Scaling of Lévy–Student processes 0 0 0 5 0 3 3 21
Tail dependence for elliptically contoured distributions 0 1 1 11 1 6 8 35
Total Journal Articles 0 1 6 552 9 61 104 1,848

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 0 6 10 44
Total Chapters 0 0 0 2 0 6 10 44

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Statistics updated 2026-03-04