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Aleksey Min · Study
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Author
Aleksey Min
7 works
· latest 2022
· 2 institutions
cluster: provisional
ORCID 0000-0001-6928-4556
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Citations
835
Works here
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22
Most cited in this library
Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions
2010 · 201 citations
Maximum likelihood estimation of mixed C-vines with application to exchange rates
2012 · 201 citations
Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
2010 · 172 citations
A mixed copula model for insurance claims and claim sizes
2011 · 125 citations
Bayesian model selection for D-vine pair-copula constructions
2011 · 55 citations
Works
7 shown
Stationary vine copula models for multivariate time series
Journal of Econometrics
·
2022
·
3 authors
·
Open access
41
citations
Forecasting market turbulence using regime-switching models
Financial markets and portfolio management
·
2014
·
5 authors
40
citations
Maximum likelihood estimation of mixed C-vines with application to exchange rates
Statistical Modelling
·
2012
·
3 authors
·
Open access
201
citations
Bayesian model selection for D-vine pair-copula constructions
Canadian Journal of Statistics
·
2011
·
2 authors
55
citations
A mixed copula model for insurance claims and claim sizes
Scandinavian Actuarial Journal
·
2011
·
4 authors
125
citations
Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
Journal of the American Statistical Association
·
2010
·
4 authors
172
citations
Bayesian Inference for Multivariate Copulas Using Pair-Copula Constructions
Journal of Financial Econometrics
·
2010
·
2 authors
201
citations