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Number of items: 3.

Paper

Klüppelberg, Claudia and Kuhn, Gabriel and Peng, Liang (2006): Multivariate Tail Copula: Modeling and Estimation. Collaborative Research Center 386, Discussion Paper 468 [PDF, 888kB]

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 [PDF, 266kB]

Klüppelberg, Claudia and Kuhn, Gabriel and Peng, Liang (2006): Estimating Tail Dependence of Elliptical Distributions. Collaborative Research Center 386, Discussion Paper 470 [PDF, 327kB]

This list was generated on Thu Sep 18 17:54:34 2014 CEST.