Heger J., Min A., and Zagst R.
Analyzing Credit Spread Changes using Explainable Artifcial Intelligence
International Review of Financial Analysis
2024
94
103315

Ramsauer, F.; Min, A.; Lingauer, M.
Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
Econometrics
2019

Czado, C., Bax, K., Sahin, Ö., Nagler, T., Min, A. and Paterlini, S.
Vine copula based dependence modeling in sustainable finance
The Journal of Finance and Data Science
2022

Brück, F., Fermanian, J.-D. and 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

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

Derumigny, A., Fermanian, J.-D. and Min, A.
Testing for equality between conditional copulas given discretized conditioning events
Canadian Journal of Statistics
2022

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