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 1 60 2 7 10 124
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 133 0 0 0 811
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 0 1 3 161
Total Working Papers 0 0 1 235 2 8 13 1,096

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 3 4 57
Estimating the tail-dependence coefficient: Properties and pitfalls 1 1 2 238 3 4 10 522
Forecasting German mortality using panel data procedures 0 0 0 35 1 4 6 131
Measuring large comovements in financial markets 0 0 0 9 0 0 1 22
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 23 0 0 1 140
Multivariate conditional versions of Spearman's rho and related measures of tail dependence 0 0 0 30 2 5 7 183
Multivariate distribution models with generalized hyperbolic margins 0 0 0 28 1 1 1 86
Multivariate extensions of Spearman's rho and related statistics 0 1 1 58 3 8 10 261
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence 1 1 1 33 1 1 2 122
Non‐parametric Estimation of Tail Dependence 0 1 1 76 2 3 5 216
Scaling of Lévy–Student processes 0 0 0 5 0 0 1 18
Tail dependence for elliptically contoured distributions 0 0 0 10 0 2 3 29
Total Journal Articles 2 4 5 551 14 31 51 1,787

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 1 5 38
Total Chapters 0 0 0 2 1 1 5 38

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Statistics updated 2025-12-06