Forschungsinteressen
- Copulas
- Pair-copula constructions
- Lévy copulas
- Pair Lévy copula constructions
Publikationen
Vine constructions of Lévy copulas (with O.Grothe), 2013, Journal of Multivariate Analysis, accepted for publication.
Konferenzbeiträge
- 20th International Conference on Computational Statistics (COMPSTAT 2012), Limassol, Cyprus
- Copulae in mathematical and quantitative finance (2012), Kraków, Poland
- Workshop Statistics of Lévy-driven Models (2012), Ulm, Germany
- DStatG-Nachwuchsworkshop (2011), Leipzig, Germany
- 4th Workshop on Vine Copula Distributions and Applications (2011), Munich, Germany