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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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Testing for asymmetric dependence
Manner, Hans - 2008
Persistent link: https://www.econbiz.de/10003921284
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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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A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets
Manner, Hans; Rodriguez, Gabriel; Stöckler, Florian - 2021
Persistent link: https://www.econbiz.de/10012819659
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Dynamic stochastic copula models : estimation, inference and applications
Hafner, Christian M.; Manner, Hans - 2008
Persistent link: https://www.econbiz.de/10003921287
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Tails of correlation mixtures of elliptical copulas
Manner, Hans; Segers, Johan - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 153-160
Persistent link: https://www.econbiz.de/10008839743
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Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans; Candelon, Bertrand - In: Pacific economic review 15 (2010) 3, pp. 364-384
Persistent link: https://www.econbiz.de/10008696382
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Testing for asset market linkages : a new approach based on time-varying copulas
Manner, Hans; Candelon, Bertrand - 2007
Persistent link: https://www.econbiz.de/10003647683
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Modeling and forecasting multivariate electricity price spikes
Manner, Hans; Türk, Dennis; Eichler, Michael - In: Energy economics 60 (2016), pp. 255-265
Persistent link: https://www.econbiz.de/10011699897
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Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae
Manner, Hans; Fard, Farzad Alavi; Pourkhanali, Armin; … - In: Energy economics 78 (2019), pp. 143-164
Persistent link: https://www.econbiz.de/10012159908