Alexander Ristig
Names
| first: |
Alexander |
| last: |
Ristig |
Identifer
Contact
Affiliations
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Universität Wien
/ Fakultät für Wirtschaftswissenschaften
/ Department of Statistics and Operations Research
Research profile
author of:
- Hierarchical Archimedean Copulae: The HAC Package (RePEc:hum:wpaper:sfb649dp2012-036)
by Ostap Okhrin & Alexander Ristig - Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models (RePEc:hum:wpaper:sfb649dp2014-010)
by Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig - Conditional Systemic Risk with Penalized Copula (RePEc:hum:wpaper:sfb649dp2015-038)
by Ostap Okhrin & Alexander Ristig & Jeffrey Sheen & Stefan Trück - Hierarchical Archimedean copulae: The HAC package (RePEc:zbw:sfb649:sfb649dp2012-036)
by Okhrin, Ostap & Ristig, Alexander - Modeling time-varying dependencies between positive-valued high-frequency time series (RePEc:zbw:sfb649:sfb649dp2012-054)
by Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander - Efficient iterative maximum likelihood estimation of high-parameterized time series models (RePEc:zbw:sfb649:sfb649dp2014-010)
by Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander - Conditional systemic risk with penalized copula (RePEc:zbw:sfb649:sfb649dp2015-038)
by Okhrin, Ostap & Ristig, Alexander & Sheen, Jeffrey R. & Trück, Stefan