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Jakob Stöber · Study

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Jakob Stöber

7 works· latest 2017· 1 institutionscluster: provisionalORCID 0000-0001-6555-036X

h-index7

i107

Citations529

Works here7

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17

Most cited in this library

Simplified pair copula constructions—Limitations and extensions2013 · 151 citations
VineCopula: Statistical Inference of Vine Copulas2012 · 136 citations
Derivatives and Fisher information of bivariate copulas2013 · 66 citations
Regime Switching Vine Copula Models for Global Equity and Volatility Indices2017 · 56 citations
Regime switches in the dependence structure of multidimensional financial data2013 · 42 citations

Works

7 shown

Regime Switching Vine Copula Models for Global Equity and Volatility Indices

Econometrics·2017·4 authors·Open access

56citations

Model selection for discrete regular vine copulas

Computational Statistics & Data Analysis·2016·4 authors

39citations

Comorbidity of chronic diseases in the elderly: Patterns identified by a copula design for mixed responses

Computational Statistics & Data Analysis·2015·4 authors

39citations

Simplified pair copula constructions—Limitations and extensions

Journal of Multivariate Analysis·2013·3 authors·Open access

151citations

Regime switches in the dependence structure of multidimensional financial data

Computational Statistics & Data Analysis·2013·2 authors

42citations

Derivatives and Fisher information of bivariate copulas

Statistical Papers·2013·2 authors

66citations

VineCopula: Statistical Inference of Vine Copulas

·2012·5 authors·dataset·Open access

136citations