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Min, Aleksey
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1

Analyzing credit spread changes using explainable artificia..:

Heger, Julia ; Min, Aleksey ; Zagst, Rudi
International Review of Financial Analysis.  94 (2024)  - p. 103315 , 2024
Link: https://doi.org/10.1016/..
 
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2

A corrected Clarke test for model selection and beyond:

Brück, Florian ; Fermanian, Jean-David ; Min, Aleksey
Journal of Econometrics.  235 (2023)  1 - p. 105-132 , 2023
Link: https://doi.org/10.1016/..
 
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3

Explaining Aggregated Recovery Rates:

Höcht, Stephan ; Min, Aleksey ; Wieczorek, Jakub.
Risks.  10 (2022)  1 - p. 18 , 2022
Link: https://doi.org/10.3390/..
 
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4

Vine copula based dependence modeling in sustainable financ:

Czado, Claudia ; Bax, Karoline ; Sahin, Özge...
The Journal of Finance and Data Science.  8 (2022)  - p. 309-330 , 2022
Link: https://doi.org/10.1016/..
 
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5

Testing for equality between conditional copulas given disc..:

Derumigny, Alexis ; Fermanian, Jean‐David ; Min, Aleksey
Canadian Journal of Statistics.  51 (2022)  4 - p. 1084-1110 , 2022
Link: https://doi.org/10.1002/..
 
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6

Stationary vine copula models for multivariate time series:

Nagler, Thomas ; Krüger, Daniel ; Min, Aleksey
Journal of Econometrics.  227 (2022)  2 - p. 305-324 , 2022
Link: https://doi.org/10.1016/..
 
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7

Goodness-of-fit tests for elliptical copulas:

Jaser, Miriam Angelika , 2021
Link: http://nbn-resolving.de/..
 
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8

Quantifying Drivers of Forecasted Returns Using Approximate..:

Defend, Monica ; Min, Aleksey ; Portelli, Lorenzo...
Forecasting.  3 (2021)  1 - p. 56-90 , 2021
Link: https://doi.org/10.3390/..
 
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9

Stock market returns and oil price shocks: A CoVaR analysis..:

Kielmann, Julia ; Manner, Hans ; Min, Aleksey
Empirical Economics.  62 (2021)  4 - p. 1543-1574 , 2021
Link: https://doi.org/10.1007/..
 
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10

Detecting departures from meta-ellipticity for multivariate..:

Bücher, Axel ; Jaser, Miriam ; Min, Aleksey
Dependence Modeling.  9 (2021)  1 - p. 121-140 , 2021
Link: https://doi.org/10.1515/..
 
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11

On tests for symmetry and radial symmetry of bivariate copu..:

Jaser, Miriam ; Min, Aleksey
Computational Statistics.  36 (2020)  3 - p. 1-26 , 2020
Link: https://doi.org/10.1007/..
 
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12

Modeling Recovery Rates of Small- and Medium-Sized Entities..:

Min, Aleksey ; Scherer, Matthias ; Schischke, Amelie.
Mathematics.  8 (2020)  11 - p. 1856 , 2020
Link: https://doi.org/10.3390/..
 
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13

Estimation of FAVAR Models for Incomplete Data with a Kalma..:

Ramsauer, Franz ; Min, Aleksey ; Lingauer, Michael
Econometrics.  7 (2019)  3 - p. 31 , 2019
Link: https://doi.org/10.3390/..
 
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14

A simple non-parametric goodness-of-fit test for elliptical..:

Jaser, Miriam ; Haug, Stephan ; Min, Aleksey
Dependence Modeling.  5 (2017)  1 - p. 330-353 , 2017
Link: https://doi.org/10.1515/..
 
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15

Copula-Based Factor Models for Multivariate Asset Returns:

Ivanov, Eugen ; Min, Aleksey ; Ramsauer, Franz
Econometrics.  5 (2017)  2 - p. 20 , 2017
Link: https://doi.org/10.3390/..
 
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