Narrow search
Showing 1 - 4 of 4
Cover Image
Probabilistic forecasting of bubbles and flash crashes
Banerjee, Anurag Narayan; Chewillon, Guillaume; Kratz, Marie - In: The econometrics journal 23 (2020) 2, pp. 297-315
Persistent link: https://www.econbiz.de/10012236246
Cover Image
Comparing multivariate distributions : a novel approach using optimal transport-based plots
Singha, Sibsankar; Kratz, Marie; Vadlamani, Sreekar - 2024
Persistent link: https://www.econbiz.de/10014545370
Cover Image
On the relation between extremal dependence and concomitants
Khorrami Chokami, Amir; Kratz, Marie - 2023
Persistent link: https://www.econbiz.de/10014327421
Cover Image
Multi-normex distributions for the sum of random vectors : rates of convergence
Kratz, Marie; Prokopenko, Evgeny - 2021
Persistent link: https://www.econbiz.de/10013173635