Paper

Klüppelberg, Claudia and Kuhn, Gabriel and Peng, Liang (2006): Multivariate Tail Copula: Modeling and Estimation. Collaborative Research Center 386, Discussion Paper 468

Klüppelberg, Claudia and Peng, Liang (2006): Empirical Likelihodd Methods for an AR(1) process with ARCH(1) errors. Collaborative Research Center 386, Discussion Paper 469

Klüppelberg, Claudia and Kuhn, Gabriel and Peng, Liang (2006): Estimating Tail Dependence of Elliptical Distributions. Collaborative Research Center 386, Discussion Paper 470