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Beyond dimension two: A test for higher-order tail risk (with Melanie Schienle and Julia Schaumburg), Journal of Financial Econometrics, 2016
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Detecting structural differences in tail dependence of financial time series (with Melanie Schienle), 2016, revise and resubmit
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Testing against intra-tail asymmetries in financial time series, Working Paper, 2017
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Bivariate copula comparisons with multiple testing techniques, Working Paper, 2017
![]() Dr. Carsten Bormann |
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Wissenschaftlicher Angestellter Sprechstunden: nach Vereinbarung Raum: 304 in Geb. 09.21 (Blücherstr.17) Tel.: +49 721 608-42042 carsten bormannGbx5∂kit edu |
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