Browsing by Author BAUR Dirk

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Showing results 1 to 11 of 11
Publication YearJRC N°TitleAuthor(s), Editor(s), Other Contributor(s)Publication Type
2005JRC32470Coexceedances in Financial Markets - a Quantile Regression Analysis of ContagionBAUR Dirk; SCHULZE NIELSArticles in Journals
2005JRC27765Coexceedances in Financial Markets. A Quantile Regression Analysis of Contagion.BAUR Dirk; SCHULZE NielsArticles in Journals
2003JRC25785Contagion, a Panel AnalysisBAUR DirkEUR - Scientific and Technical Research Reports
2005JRC31346The Effect of Credit Risk Transfer on Financial StabilityBAUR Dirk; JOOSSENS ELISABETHEUR - Scientific and Technical Research Reports
2009JRC47548Financial Market Stability - A TestBAUR Dirk; SCHULZE NielsArticles in Journals
2009JRC31312Global Sensitivity Analysis for Latent Factor Credit Risk ModelsBAUR Dirk; CARIBONI Jessica; CAMPOLONGO FrancescaArticles in Journals
2005JRC27254Global Sensitivity Analysis for Latent Factor Credit Risk Models.BAUR Dirk; CARIBONI Jessica; CAMPOLONGO FrancescaArticles in Journals
2005JRC31450A Minimum Distance Estimator for Dynamic Conditional CorrelationsBAUR DirkEUR - Scientific and Technical Research Reports
2004JRC27949Modelling the Effects of Meteorological Variables on Ozone Concentration. A Quantile Regression Approach.BAUR Dirk; SAISANA M.; SCHULZE NielsArticles in Journals
2003JRC25218Multivariate Market Association and its ExtremesBAUR DirkEUR - Scientific and Technical Research Reports
2003JRC25320What is Co-Movement?BAUR DirkEUR - Scientific and Technical Research Reports