Wenzel, Matthias
Vine-based Stationary Time Series Models for Mixed-Type Data
Masterarbeit
2021
Le, Phuong Mai
Gaussian and Student's t multivariate time series models and their relation to vine copulas
Masterarbeit
2021
Morgenstern, Amelie
Driving macroeconomic factors of individual recovery rates
Masterarbeit
2020
Salama, Hana Sameh Ahmed
Copula Transformation Method for Collective Risk Models
Masterarbeit
2020
Heger, Julia
Modeling, Decomposing and Forecasting Credit Spreads using Machine Learning Methodology
Masterarbeit
2020
Perevozchikova, Elena
Modelling Oil Price Shocks and Stock Market Returns using D-Vine Copula Models
Masterarbeit
2019