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Ramsauer, F.; Min, A.; Lingauer, M.
Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
Econometrics
2019
Jaser, M.; Min, A.
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
Computational Statistics
2020
Defend, M.; Min, A.; Portelli, L.; Ramsauer, F.; Sandrini, F. & Zagst, R.
Estimation of Approximate Dynamic Factor Models for Incomplete Data
Working Paper, submitted for publication
2019
Höcht, S.; Min, A.; Wieczorek, J.; Zagst, R.
Explaining Aggregated Recovery Rates
Working Paper, submitted for publication
2018
Jaser, M.; Haug, S.; Min, A.
A simple non-parametric goodness-of-fit test for elliptical copulas
Dependence Modeling
2017
5
330–353
Ivanov, E.; Min, A.; Ramsauer, F.
Copula-Based Factor Models for Multivariate Asset Returns
Econometrics
2017
Hauptmann, J.; Hoppenkamps, A.; Min, A.; Ramsauer, F.; Zagst, R.
Forecasting market turbulences using regime-switching models
Financial Markets and Portfolio Management
2014
28
2
139-164
Czado, C.; Schepsmeier, U.; Min, A.
Maximum likelihood estimation of mixed C-vines with application to exchange rates
Statistical Modelling
2012
12
3
Jan
229–255
Zhang, R.; Czado, C.; Min, A.
Efficient maximum likelihood estimation of copula based meta t-distributions
Computational Statistics and Data Analysis
2011
55
3
1196-1214
Min, A.; Czado, C.
Bayesian model selection for multivariate copulas using pair-copula constructions
Canadian Journal of Statistics
2011
39(2)
239-258
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