Christian Cech

University of Applied Sciences BFI Vienna

Vienna

Austria

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 45,057

SSRN RANKINGS

Top 45,057

in Total Papers Downloads

2,026

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Copula-Based Top-Down Approaches in Financial Risk Aggregation

Number of pages: 84 Posted: 28 Dec 2006
Christian Cech
University of Applied Sciences BFI Vienna
Downloads 1,039 (40,033)
Citation 9

Abstract:

Loading...

risk aggregation, risk diversification, economic capital, copula, dependence

2.

Simple Time-Varying Copula Estimation

Number of pages: 24 Posted: 11 Dec 2008 Last Revised: 15 Jun 2016
Wolfgang Aussenegg and Christian Cech
Vienna University of Technology and University of Applied Sciences BFI Vienna
Downloads 724 (65,765)
Citation 2

Abstract:

Loading...

Student t copula, Gaussian copula, time-varying parameter estimation, stock market indices

3.

An Empirical Investigation of the Short-Term Relationship between Interest Rate Risk and Credit Risk

Number of pages: 19 Posted: 02 Dec 2007
Christian Cech
University of Applied Sciences BFI Vienna
Downloads 263 (212,895)
Citation 1

Abstract:

Loading...

copula, dependence, short-term, interest rate risk, credit risk, risk measurement