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Andreas MändlePapers With Code
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Data driven partition-of-unity copulas with applications to risk management · no code implementations • 15 Mar • Dietmar Pfeifer, Andreas Mändle, Olena ... Data driven partition-of-unity copulas with applications to risk management · no code implementations • 15 Mar • Dietmar Pfeifer, Andreas Mändle, Olena ...
Olena RagulinaPapers With Code
paperswithcode.com
no code implementations • 15 Mar • Dietmar Pfeifer, Andreas Mändle, Olena Ragulina. We present a constructive and self-contained approach to data ...
Risk Management authors/titles Mar 2017arXiv
arxiv.org
[src]. Title: Data driven partition-of-unity copulas with applications to risk management. Authors: Dietmar Pfeifer, Andreas Mändle, Olena Ragulina. Comments ... [src]. Title: Data driven partition-of-unity copulas with applications to risk management. Authors: Dietmar Pfeifer, Andreas Mändle, Olena Ragulina. Comments ...
New copulas based on general partitions-of-unity and their ...International Actuarial Association
www.actuaries.org
von D Pfeifer · Zitiert von: 18 — Dietmar Pfeifer, Hervé Awoumlac Tsatedem, Andreas Mändle, Côme Girschig. University of Oldenburg, Germany and Ècole Nationale des Ponts et Chaussées, Paris. von D Pfeifer · Zitiert von: 18 — Dietmar Pfeifer, Hervé Awoumlac Tsatedem, Andreas Mändle, Côme Girschig. University of Oldenburg, Germany and Ècole Nationale des Ponts et Chaussées, Paris.
Quantitative Finance authors/titles May 2015
arxiv.org
Authors: Dietmar Pfeifer, Hervé Awoumlac Tsatedem, Andreas Mändle, Côme Girschig. Comments: 22 pages. Journal-ref: http://dx.doi.org demo Subjects: Risk Management (q-fin.RM). [2] arXiv: [pdf, ps, other]. Title: Profitability of contrarian strategies in the Chinese stock market. Authors: ...
[ v2] New copulas based on general partitions-of-unity and...
arxiv.org
Authors: Dietmar Pfeifer, Hervé Awoumlac Tsatedem, Andreas Mändle, Côme Girschig. (Submitted on 1 May (v1), last revised 10 Nov (this version, v2)). Abstract: We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows - in ...
Prof. Dr. Dietmar PfeiferCarl von Ossietzky Universität Oldenburg
www.staff.uni-oldenburg.de
Andreas Mändle (3 Publikationen) 9. Heidrun Ortleb (3 Publikationen) 10. Ursula Gather (2 Publikationen) 11. Jörg Prokop (1 Publikation und Andreas Mändle (3 Publikationen) 9. Heidrun Ortleb (3 Publikationen) 10. Ursula Gather (2 Publikationen) 11. Jörg Prokop (1 Publikation und
Suche in der HochschulbibliografieUniversität Oldenburg
diglib.bis.uni-oldenburg.de
nach Medientyp: ; GBVUOB_ALMA · Dietmar Pfeifer ; Andreas Mändle ; Olena Ragulina ; Côme Girschig ; GBVUOB_ALMA
New copulas based on general partitions-of-unity and their ...infona.pl
www.infona.pl
von D Pfeifer · · Zitiert von: 18 — New copulas based on general partitions-of-unity and their applications to risk management. Dietmar Pfeifer, Hervé Awoumlac Tsatedem, Andreas Mändle, Côme ... von D Pfeifer · · Zitiert von: 18 — New copulas based on general partitions-of-unity and their applications to risk management. Dietmar Pfeifer, Hervé Awoumlac Tsatedem, Andreas Mändle, Côme ...
(PDF) Some Extensions of Singular Mixture Copulas (2014)Typeset.io
typeset.io
Dietmar Pfeifer, Andreas Mändle, Olena Ragulina. 30 Apr arXiv: Risk Management. TL;DR: New multivariate copulas are constructed on the basis of a ...
Quantitative Finance authors/titles Sep 2017
arxiv-export-lb.library.cornell.edu
Authors: Dietmar Pfeifer, Andreas Mändle, Olena Ragulina. Comments: 12 pages, 24 figures, 3 tables, 10 references. Subjects: Risk Management (q-fin.RM).
EUDML | New copulas based on general partitions-of-unity and their...
eudml.org
Dietmar Pfeifer, Andreas Mändle, and Olena Ragulina. "New copulas based on general partitions-of-unity and their applications to risk management (part II).
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