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 1 1 1 61 1 1 18 135
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 133 0 2 11 822
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 1 1 15 175
Total Working Papers 1 1 1 236 2 4 44 1,132

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 0 0 14 68
Estimating the tail-dependence coefficient: Properties and pitfalls 0 0 2 239 1 2 15 533
Forecasting German mortality using panel data procedures 0 0 0 35 1 2 12 139
Measuring large comovements in financial markets 0 0 0 9 0 0 5 27
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 23 0 1 7 147
Multivariate conditional versions of Spearman's rho and related measures of tail dependence 0 0 0 30 2 4 18 196
Multivariate distribution models with generalized hyperbolic margins 0 0 0 28 1 3 8 93
Multivariate extensions of Spearman's rho and related statistics 0 0 1 58 0 0 18 271
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence 0 0 2 34 0 0 9 130
Non‐parametric Estimation of Tail Dependence 0 1 2 77 1 3 15 228
Scaling of Lévy–Student processes 0 0 0 5 0 0 5 23
Tail dependence for elliptically contoured distributions 0 0 1 11 0 0 9 36
Total Journal Articles 0 1 8 555 6 15 135 1,891

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 3 16 53
Total Chapters 0 0 0 2 1 3 16 53

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Statistics updated 2026-09-10