Nolde, Natalia
- Elicitability and backtesting: Perspectives for banking regulation
2016/08/19 by Natalia Nolde, Johanna F. Ziegel, Nolde, Natalia +1 · 5 citations
Economics, Econometrics and Finance · #Credit Risk and Financial Regulations #Financial Markets and Investment Strategies #Monetary Policy and Economic Impact
- Asymptotic independence for unimodal densities
2009/12/22 by Balkema, Guus, Nolde, Natalia · 2 citations
#60G55 #60G70 #62E20 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)
- Linking representations for multivariate extremes via a limit set
2020/12/02 by Natalia Nolde, Jennifer L. Wadsworth, Nolde, Natalia +1 · 2 citations
Decision Sciences · #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probabilistic and Robust Engineering Design #Statistics Theory (math.ST)
- An extreme value approach to CoVaR estimation
2022/01/03 by Nolde, Natalia, Zhou, Chen, Zhou, Menglin · 1 citation
#FOS: Mathematics #Statistics Theory (math.ST)
- Margin-closed vector autoregressive time series models
2022/11/21 by Zhang, Lin, Joe, Harry, Nolde, Natalia · 1 citation
#FOS: Computer and information sciences #Methodology (stat.ME)