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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
Czado, C.; Kastenmeier, R.; Brechmann, E. C.; Min, A.
A mixed copula model for insurance claims and claim sizes
Scandinavian Actuarial Journal
2012
4
278-305
Min, A.; Czado, C.
SCOMDY models based on pair-copula constructions with application to exchange rates
Computational Statistics and Data Analysis
2014
76
523-535
Min, A.; Czado, C.
Bayesian inference for multivariate copulas using pair-copula constructions
Journal of Financial Econometrics
2010
8
4
511-546
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