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 6 14 130
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 133 1 4 6 817
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 1 7 12 170
Total Working Papers 0 0 0 235 3 17 32 1,117

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 3 8 12 66
Estimating the tail-dependence coefficient: Properties and pitfalls 0 0 2 238 0 2 15 529
Forecasting German mortality using panel data procedures 0 0 0 35 0 5 9 136
Measuring large comovements in financial markets 0 0 0 9 0 2 4 26
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 23 1 4 6 145
Multivariate conditional versions of Spearman's rho and related measures of tail dependence 0 0 0 30 1 5 11 188
Multivariate distribution models with generalized hyperbolic margins 0 0 0 28 0 2 5 90
Multivariate extensions of Spearman's rho and related statistics 0 0 1 58 1 4 16 267
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence 0 0 1 33 0 5 8 128
Non‐parametric Estimation of Tail Dependence 0 0 1 76 0 4 11 223
Scaling of Lévy–Student processes 0 0 0 5 1 4 4 22
Tail dependence for elliptically contoured distributions 0 0 1 11 0 5 8 35
Total Journal Articles 0 0 6 552 7 50 109 1,855

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 5 11 45
Total Chapters 0 0 0 2 1 5 11 45

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Statistics updated 2026-04-09