Browsing by Author BAUR Dirk

Showing results 1 to 6 of 6
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 periodicals and books
2005JRC27765Coexceedances in Financial Markets. A Quantile Regression Analysis of Contagion.BAUR Dirk; SCHULZE NielsArticles in periodicals and books
2009JRC47548Financial Market Stability - A TestBAUR Dirk; SCHULZE NielsArticles in periodicals and books
2009JRC31312Global Sensitivity Analysis for Latent Factor Credit Risk ModelsBAUR Dirk; CARIBONI Jessica; CAMPOLONGO FrancescaArticles in periodicals and books
2005JRC27254Global Sensitivity Analysis for Latent Factor Credit Risk Models.BAUR Dirk; CARIBONI Jessica; CAMPOLONGO FrancescaArticles in periodicals and books
2004JRC27949Modelling the Effects of Meteorological Variables on Ozone Concentration. A Quantile Regression Approach.BAUR Dirk; SAISANA M.; SCHULZE NielsArticles in periodicals and books