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Kreuzer, Alexander; Czado, Claudia
Bayesian inference for a single factor copula stochastic volatility model using Hamiltonian Monte Carlo
Econometrics and Statistics
2021
19
Jul
130-150

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Bax, Karoline; Sahin, Özge; Czado, Claudia; Paterlini, Sandra
ESG, Risk, and (Tail) Dependence
SSRN Electronic Journal
2021
May
29 Pages

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Sahin, Özge;Bax, Karoline;Paterlini, Sandra;Czado, Claudia
ESGM: ESG scores and the Missing pillar
SSRN Electronic Journal
2021
Jul
21 Pages