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Structure: Internal structure identifier : 534173
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Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(p, q) processes

Marcel Bräutigam , Marie Kratz
2019
Preprints, Working Papers, ... hal-02176276v1
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Predicting risk with risk measures : an empirical study

Marcel Bräutigam , Michel Dacorogna , Marie Kratz
2018
Preprints, Working Papers, ... hal-01791026v1
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On the Dependence between Quantiles and Dispersion Estimators

Marcel Bräutigam , Marie Kratz
2018
Preprints, Working Papers, ... hal-02296832v1
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Pro-cyclicality of Risk Measurements - Empirical Quantification and Theoretical Confirmation

Marcel Bräutigam
Statistics [math.ST]. Sorbonne Université, 2020. English. ⟨NNT : ⟩
Theses tel-02954165v1