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apl. Prof. Dr. Matthias Fischer
List of publications:
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Fachbereich Wirtschaftswissenschaften
Publications
(43)
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Journal article
Journal article
Book chapter / Article in edited volumes
Book chapter / Article in edited volumes
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Authored book
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Translation
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Thesis
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Edited Volume
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Conference contribution
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Quantifying model risk within a CreditRisk+ framework (2012)
Fischer M, Mertl A
Journal article, Original article
Modeling sector correlation with CR+ - The CBV model. (2012)
Fischer M, Dietz C
Journal article, Original article
Stresstesting und Risikokonzentrationen (2011)
Fischer M
Book chapter / Article in edited volumes
The Beta-hyperbolic secant (BHS) distribution (2010)
Fischer M, Vaughan D
Journal article, Original article
An Alternative Maximum Entropy Model for Time-Varying Moments with Application to Financial Returns (2010)
Fischer M, Herrmann K
Journal article, Original article
A Note on a Non-Parametric Tail Dependence Estimator (2010)
Fischer M, Dörflinger M
Journal article, Original article
Generalized Tukey-type distribution with application to financial and teletraffic data (2010)
Fischer M
Journal article, Original article
Financial return distributions (2009)
Fischer M
Book chapter / Article in edited volumes
An empirical analysis of multivariate copula models (2009)
Fischer M, Köck C, Weigert F, Schlüter S
Journal article, Original article
Generalized hyperbolic distributions (2009)
Fischer M
Book chapter / Article in edited volumes
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