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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
Min, A.; Scherer, M.; Schischke, A.; Zagst, R.
Modeling Recovery Rates of Small- and Medium-Sized Entities in the US
Mathematics
2020
8
11
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.
Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data
Forecasting
2021
3
56-90
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
Alexis Derumigny, Jean-David Fermanian, Aleksey Min
Testing for equality between conditional copulas given discretized conditioning events
2020
Thomas Nagler, Daniel Krüger, Aleksey Min
Stationary vine copula models for multivariate time series
2020
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
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