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GND: 122900634


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multivariate verteilungmultivariate distributionstatistische verteilungstatistical distributionnichtparametrisches verfahrennonparametric statisticscomparing quantifyingquantifying tailtail dependenceorder asymmetryasymmetry copulascopulas implicationsimplications riskgluing copulasmeasures tailportfolio managementportfolio selectiondependence comparingdependence orderrisk managementmanagement modellingmodelling dependencedependence extremeextreme eventsevents energyenergy marketsmarkets usingusing tailtail copulascopulas ordermanagement forecastingforecasting portfolioportfolio valuevalue riskrisk nonparametricnonparametric lowerlower taildependence estimatesestimates gluingcopulas scalarscalar productproduct copulascopulas measuremeasure mutualmutual completecomplete dependencedependence introduceintroduce newnew stochasticstochastic orderorder taildependence randomrandom variablesvariables studystudy differentdifferent measuresdependence monotonemonotone proposedproposed orderorder extendingextending variousvarious knownknown taildependence coefficientsliterature applyapply conceptsconcepts empiricalempirical studystudy wherewhere investigateinvestigate taildependence differentdifferent pairspairs stocksstocks indicesnew wayonesoil price
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Years of publications: 2007 - 2024

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Karl Friedrich Siburg


Prof. Dr.

Alternative spellings:
K. F. Siburg

B: 1965
Biblio: https://www.research-collection.ethz.ch/handle/20.500.11850/142056 ; Studium der Mathematik und Promotion 1995 an der ETH Zürich. Seit 2007 nebenberuflich hochschuldidaktischer Trainer

Profession

  • Mathematiker
  • Hochschullehrer
  • Affiliations

  • Technische Universität Dortmund. Fakultät für Mathematik
  • Technische Universität Dortmund. Lehrstuhl IX
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Open Researcher and Contributor ID (ORCID)
  • Bibliothèque nationale de France
  • Deutsche Digitale Bibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • International Standard Name Identifier (ISNI)


  • Publishing years

    1
      2024
    1
      2022
    1
      2016
    1
      2015
    1
      2013
    1
      2011
    3
      2007

    Series

    1. Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund (3)
    2. Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823 (2)