Beyond dimension two: A test for higher-order tail risk (with Melanie Schienle and Julia Schaumburg), Journal of Financial Econometrics, 2016

Detecting structural differences in tail dependence of financial time series (with Melanie Schienle), 2016, revise and resubmit

Testing against intra-tail asymmetries in financial time series, Working Paper, 2017

Bivariate copula comparisons with multiple testing techniques, Working Paper, 2017