Selected Entire List   Klett, Timo   University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance  Schloss  Mannheim, DE 68131  Germany  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Klett, Timo's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 199 Total Citations 0 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   A g-and-h Copula Approach to Risk Measurement in Multivariate Financial Models | Show Abstract Hide Abstract | Download | Working Paper Series Huggenberger, Markus University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance Klett, Timo University of Mannheim - Department of Risk Theory, Portfolio Management and Insurance Posted: 15 Sep 10 Last Revised: 18 Dec 10 199 (75,230)   g-and-h distribution, copula, GARCH, Value-at-Risk, stock indices, skewed-t distribution Records 1 - 1 of 1 matches [ 1 ]

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