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Browsing by Author BAUR Dirk

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

 

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