Jakob St\"ober

Identifiers

• name variant Jakob St\"ober 0.60 · backfill

Papers (3)

1. Regime switching vine copula models for global equity and volatility indices q-fin.ST · 2016 · author #4
2. Simplified Pair Copula Constructions --- Limits and Extensions stat.ME · 2012 · author #1
3. Is there significant time-variation in multivariate copulas? stat.CO · 2012 · author #1

Mentions

• 1205.4844 #1 · backfill · confidence 0.70 Jakob St\"ober
• 1205.4841 #1 · backfill · confidence 0.70 Jakob St\"ober

Frequent Coauthors

• Claudia Czado 2 shared papers
• Harry Joe 1 shared papers
• Holger Fink 1 shared papers
• Ulf Schepsmeier 1 shared papers
• Yulia Klimova 1 shared papers