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Kasper, Thimo M.

  1. On weak conditional convergence of bivariate Archimedean and Extreme\n Value copulas, and consequences to nonparametric estimation
    2020/06/12 by Thimo M. Kasper, Sebastian Fuchs, Kasper, Thimo M. +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Statistical Methods and Inference #Statistics Theory (math.ST)