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Fischer, Matthias

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Author ID: fischer.matthias Recent zbMATH articles by "Fischer, Matthias"
Published as: Fischer, M.; Fischer, Matthias; Fischer, Matthias J.
Homepage: https://www.statistics.rw.fau.eu/team/external-lecturers/prof-dr-matthias-fische...
Documents Indexed: 25 Publications since 2002, including 1 Book

Publications by Year

Citations contained in zbMATH Open

15 Publications have been cited 66 times in 60 Documents Cited by Year
An empirical analysis of multivariate copula models. Zbl 1180.91314
Fischer, Matthias; Köck, Christian; Schlüter, Stephan; Weigert, Florian
18
2009
Constructing generalized FGM copulas by means of certain univariate distributions. Zbl 1106.62013
Fischer, Matthias; Klein, Ingo
14
2007
Tukey-type distributions in the context of financial data. Zbl 1118.62015
Fischer, Matthias; Horn, Armin; Klein, Ingo
6
2007
The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution. Zbl 1329.62236
Schlueter, Stephan; Fischer, Matthias
5
2012
Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study. Zbl 1292.91181
Jakob, Kevin; Fischer, Matthias
3
2014
Generalized Tukey-type distributions with application to financial and teletraffic data. Zbl 1247.62038
Fischer, Matthias
3
2010
Skewness by splitting the scale parameter. Zbl 1107.62016
Klein, Ingo; Fischer, Matthias
3
2006
Kurtosis modelling by means of the \(J\)-transformation. Zbl 1123.62303
Fischer, Matthias; Klein, Ingo
3
2004
Generalized hyperbolic secant distributions. With applications to finance. Zbl 1341.62009
Fischer, Matthias J.
2
2014
Constructing and generalizing given multivariate copulas: a unifying approach. Zbl 1314.62124
Fischer, Matthias; Köck, Christian
2
2012
A note on a non-parametric tail dependence estimator. Zbl 1195.62066
Fischer, Matthias; Dörflinger, Marco
2
2010
Power kurtosis transformations: definition, properties and ordering. Zbl 1118.62013
Klein, Ingo; Fischer, Matthias
2
2006
An extended likelihood framework for modelling discretely observed credit rating transitions. Zbl 1407.91265
Pfeuffer, M.; Möstel, L.; Fischer, M.
1
2019
A tail quantile approximation for the Student \(t\) distribution. Zbl 1284.62121
Schlüter, Stephan; Fischer, Matthias
1
2012
A note on the kurtosis ordering of the generalized secant hyperbolic distribution. Zbl 1318.62036
Klein, Ingo; Fischer, Matthias
1
2008
An extended likelihood framework for modelling discretely observed credit rating transitions. Zbl 1407.91265
Pfeuffer, M.; Möstel, L.; Fischer, M.
1
2019
Quantifying the impact of different copulas in a generalized CreditRisk\(^+\) framework. An empirical study. Zbl 1292.91181
Jakob, Kevin; Fischer, Matthias
3
2014
Generalized hyperbolic secant distributions. With applications to finance. Zbl 1341.62009
Fischer, Matthias J.
2
2014
The weak tail dependence coefficient of the elliptical generalized hyperbolic distribution. Zbl 1329.62236
Schlueter, Stephan; Fischer, Matthias
5
2012
Constructing and generalizing given multivariate copulas: a unifying approach. Zbl 1314.62124
Fischer, Matthias; Köck, Christian
2
2012
A tail quantile approximation for the Student \(t\) distribution. Zbl 1284.62121
Schlüter, Stephan; Fischer, Matthias
1
2012
Generalized Tukey-type distributions with application to financial and teletraffic data. Zbl 1247.62038
Fischer, Matthias
3
2010
A note on a non-parametric tail dependence estimator. Zbl 1195.62066
Fischer, Matthias; Dörflinger, Marco
2
2010
An empirical analysis of multivariate copula models. Zbl 1180.91314
Fischer, Matthias; Köck, Christian; Schlüter, Stephan; Weigert, Florian
18
2009
A note on the kurtosis ordering of the generalized secant hyperbolic distribution. Zbl 1318.62036
Klein, Ingo; Fischer, Matthias
1
2008
Constructing generalized FGM copulas by means of certain univariate distributions. Zbl 1106.62013
Fischer, Matthias; Klein, Ingo
14
2007
Tukey-type distributions in the context of financial data. Zbl 1118.62015
Fischer, Matthias; Horn, Armin; Klein, Ingo
6
2007
Skewness by splitting the scale parameter. Zbl 1107.62016
Klein, Ingo; Fischer, Matthias
3
2006
Power kurtosis transformations: definition, properties and ordering. Zbl 1118.62013
Klein, Ingo; Fischer, Matthias
2
2006
Kurtosis modelling by means of the \(J\)-transformation. Zbl 1123.62303
Fischer, Matthias; Klein, Ingo
3
2004
all top 5

Cited by 113 Authors

6 Czado, Claudia
5 Fischer, Matthias
3 Min, Aleksey
3 Úbeda-Flores, Manuel
2 Barakat, Haroon Mohamed
2 Durante, Fabrizio
2 Jakob, Kevin
2 Jones, Michael Chris
2 Nolde, Natalia
2 Pewsey, Arthur
2 Rodríguez Lallena, José Antonio
2 Rubio, Francisco Javier
2 Schellhase, Christian
1 Abbara, Omar
1 Abd Elgawad, Mohamed
1 Ackerer, Damien
1 Alawady, Metwally A.
1 Amblard, Cécile
1 Amini-Dehak, Mohammad
1 Bagnato, Luca
1 Baker, Rose D.
1 Bartels, Mariana
1 Bauer, Alexander
1 Bayramoğlu, Ismihan G.
1 Bayramoglu, Konul
1 Bouchaud, Jean-Philippe
1 Brechmann, Eike Christian
1 Chen, Qian
1 Chen, Xiongzhi
1 Chicheportiche, Rémy
1 Costa, Liborio I.
1 Di Bernardino, Elena
1 Dißmann, J.
1 Dolati, Ali
1 Domma, Filippo
1 Drovandi, Christopher C.
1 Ebrahimi, Nader D.
1 Fernández-Sánchez, Juan
1 Foscolo, Enrico
1 Giordano, Sabrina
1 Girard, Stéphane
1 Goel, Anubha
1 Hamedani, Gholamhossein G.
1 Hashorva, Enkelejd
1 Haynes, Michele A.
1 He, Yulei
1 Hernandez, Pedro J.
1 Hu, Junwei
1 Huang, Jiasheng
1 Huang, Jinshu
1 Hutton, Jane L.
1 Joe, Harry
1 Klein, Ingo
1 Klein, Thomas
1 Komornik, Jozef
1 Komornikova, Magda
1 Krauss, Christopher
1 Kravchuk, O. Y.
1 Kurowicka, Dorota
1 Li, Haijun
1 Li, Lujun
1 Lin, Guo-Dong
1 Lin, Gwo Dong
1 Mangold, Benedikt
1 Mao, Tiantian
1 Mehra, Aparna
1 Mengersen, Kerrie L.
1 Mesiar, Radko
1 Mirhosseini, Sayed Mohsen
1 Möstel, Linda
1 Nagler, Thomas
1 Navarro, Jorge
1 Ng, Wing Lon
1 Nigm, E. M.
1 Nikoloulopoulos, Aristidis K.
1 Ogundimu, Emmanuel O.
1 Palmitesta, Paola
1 Pan, Mingyong
1 Papini, Pier Luigi
1 Perri, Pier Francesco
1 Pettitt, Anthony N.
1 Pfeuffer, Marius
1 Potì, Valerio
1 Provasi, Corrado
1 Raghunathan, Trivellore E.
1 Rippon, Paul
1 Rosco, J. F.
1 Rullière, Didier
1 Salazar, Yuri
1 Scheffer, Marcus
1 Sharma, Amita
1 So, Mike K. P.
1 Soofi, Ehsan S.
1 Spanhel, Fabian
1 Steel, Mark F. J.
1 Stübinger, Johannes
1 Syam, A. H.
1 Tankov, Peter
1 Vatter, Thibault
1 Volkmer, Hans
...and 13 more Authors

Citations by Year