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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
Brück, F.; Fermanian, J.-D.; Min, A.
A corrected Clarke test for model selection and beyond
Journal of Econometrics
2022
Nagler, T.; Krüger, D.; Min, A.
Stationary vine copula models for multivariate time series
Journal of Econometrics
2022
Heger J.; Min A.; and Zagst R.
Decomposing and Forecasting Credit Spreads using Explainable Artifcial Intelligence (XAI)
Working Paper
2021
Bücher, A.; Jaser, M.; Min, A.
Detecting departures from meta-ellipticity for multivariate stationary time series
Dependence Modeling
2021
KIelmann, J.; Manner, H.; Min, A.
Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
Empirical Economics
2021
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
Höcht, S.; Min, A.; Wieczorek, J.; Zagst, R.
Explaining Aggregated Recovery Rates
Risks
2022
10
18
1-30
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