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Aleksey Min
Aleksey Min
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Title
Cited by
Cited by
Year
Maximum likelihood estimation of mixed C-vines with application to exchange rates
C Czado, U Schepsmeier, A Min
Statistical Modelling 12 (3), 229-255, 2012
3002012
Bayesian inference for multivariate copulas using pair-copula constructions
A Min, C Czado
Journal of Financial Econometrics 8 (4), 511-546, 2010
2832010
Modeling longitudinal data using a pair-copula decomposition of serial dependence
M Smith, A Min, C Almeida, C Czado
Journal of the American Statistical Association 105 (492), 1467-1479, 2010
2202010
A mixed copula model for insurance claims and claim sizes
C Czado, R Kastenmeier, EC Brechmann, A Min
Scandinavian Actuarial Journal 2012 (4), 278-305, 2012
1762012
VineCopula: Statistical inference of vine copulas
T Nagler, U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Erhardt, ...
R package version 2 (0), 2019
1222019
Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates
C Czado, V Erhardt, A Min, S Wagner
Statistical Modelling 7 (2), 125-153, 2007
1062007
Bayesian model selection for D‐vine pair‐copula constructions
A Min, C Czado
Canadian Journal of Statistics 39 (2), 239-258, 2011
992011
Package ‘vinecopula’
U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Nagler, T Erhardt, ...
R package version 2 (5), 2015
812015
Forecasting market turbulence using regime-switching models
J Hauptmann, A Hoppenkamps, A Min, F Ramsauer, R Zagst
Financial Markets and Portfolio Management 28, 139-164, 2014
632014
Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
J Kielmann, H Manner, A Min
Empirical Economics 62 (4), 1543-1574, 2022
472022
Stationary vine copula models for multivariate time series
T Nagler, D Krüger, A Min
Journal of Econometrics 227 (2), 305-324, 2022
442022
SCOMDY models based on pair-copula constructions with application to exchange rates
A Min, C Czado
Computational Statistics & Data Analysis 76, 523-535, 2014
422014
Pair-copula constructions for modeling exchange rate dependence
C Czado, A Min, T Baumann, R Dakovic
Preprint, 2009
282009
Testing for zero-modification in count regression models
A Min, C Czado
Statistica Sinica, 323-341, 2010
262010
Analysis of Australian electricity loads using joint Bayesian inference of D-Vines with autoregressive margins
C Czado, F Gärtner, A Min
Dependence modeling: Vine copula handbook, 265-280, 2010
252010
Efficient maximum likelihood estimation of copula based meta t-distributions
R Zhang, C Czado, A Min
Computational statistics & data analysis 55 (3), 1196-1214, 2011
232011
Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression
C Czado, A Min
232005
VineCopula: Statistical Inference of Vine Copulas, R Package Version 2.4. 2
T Nagler, U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Erhardt, ...
R Project, 2021
212021
Vine copula based dependence modeling in sustainable finance
C Czado, K Bax, Ö Sahin, T Nagler, A Min, S Paterlini
The Journal of Finance and Data Science 8, 309-330, 2022
182022
Almost sure limit theorems for U-statistics
H Holzmann, S Koch, A Min
Statistics & probability letters 69 (3), 261-269, 2004
172004
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Articles 1–20