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Estimation and model selection of copulas with an application to exchange rates
Manner, Hans - 2007
Persistent link: https://www.econbiz.de/10003647709
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Max-factor individual risk models with application to credit portfolios
Denuit, Michel; Kiriliouk, Anna; Segers, Johan - In: Insurance / Mathematics & economics 62 (2015), pp. 162-172
Persistent link: https://www.econbiz.de/10011312076
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Model and moment selection in factor copula models
Duan, Fang; Manner, Hans; Wied, Dominik - In: Journal of financial econometrics 20 (2022) 1, pp. 45-75
Persistent link: https://www.econbiz.de/10012878186
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The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian; Manner, Hans; Simar, Léopold - In: Econometric reviews 37 (2018) 1/5, pp. 380-400
Persistent link: https://www.econbiz.de/10012039348
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The “wrong skewness” problem in stochastic frontier models : a new approach
Hafner, Christian M.; Manner, Hans; Simar, Léopold - 2015
Persistent link: https://www.econbiz.de/10011289979