3 Treffer für Verfasser = "Jäschke, Stefan"

• Estimation of risk measures in energy portfolios using modern copula techniques Jäschke, Stefan [Dortmund] : SFB 823, October 7, 2012

• Modelling dependence of extreme events in energy markets using tail copulas Jäschke, Stefan ; Siburg, Karl Friedrich ; Stoimenov, Pavel A. [Dortmund] : SFB 823, 2011

• Nonparametric tests for constant tail dependence with an application to energy and finance Bücher, Axel ; Jäschke, Stefan ; Wied, Dominik [Dortmund] : SFB 823, August 13, 2013