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 6 60 1 2 12 116
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 133 0 0 1 811
Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach 0 0 0 42 0 0 0 158
Total Working Papers 1 1 6 235 1 2 13 1,085

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 2 6 0 0 2 53
Estimating the tail-dependence coefficient: Properties and pitfalls 0 0 4 236 0 2 8 514
Forecasting German mortality using panel data procedures 0 0 0 35 2 2 2 127
Measuring large comovements in financial markets 0 0 0 9 1 1 1 22
Modelling dynamic portfolio risk using risk drivers of elliptical processes 0 0 0 23 0 0 1 139
Multivariate conditional versions of Spearman's rho and related measures of tail dependence 0 0 0 30 1 1 3 177
Multivariate distribution models with generalized hyperbolic margins 0 0 1 28 0 0 2 85
Multivariate extensions of Spearman's rho and related statistics 0 0 0 57 0 0 2 251
Nonparametric inference on multivariate versions of Blomqvist’s beta and related measures of tail dependence 0 0 1 32 0 0 3 120
Non‐parametric Estimation of Tail Dependence 0 0 1 75 0 0 3 211
Scaling of Lévy–Student processes 0 0 0 5 0 1 1 18
Tail dependence for elliptically contoured distributions 0 0 0 10 0 1 3 27
Total Journal Articles 0 0 9 546 4 8 31 1,744

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 1 6 34
Total Chapters 0 0 0 2 0 1 6 34

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Statistics updated 2025-03-03