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Dr. Carsten Bormann

Wissenschaftlicher Angestellter
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Raum: 304 in Geb. 09.21 (Blücherstr.17)
Tel.: +49 721 608-48113
carsten bormannYal7∂kit edu


Publications

  • 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