Friedrich Schmid

This author does not work for the BIS.

6 items

January 2011	Measuring large comovements in financial markets by Friedrich Schmid, Jeremy Penzer and Rafael Schmidt in Quantitative Finance
May 2010	Copula-Based Measures of Multivariate Association by Friedrich Schmid, Martin Ruppert, Rafael Schmidt, Sandra Gaisser and Thomas Blumentritt in Copula Theory and Its Applications. Lecture Notes in Statistics Fabrizio Durante, Piotr Jaworski, Tomasz Rychlik and Wolfgang Karl Härdle (eds)
July 2007	Multivariate Conditional Versions of Spearman's Rho and Related Measures of Tail Dependence by Friedrich Schmid and Rafael Schmidt in Journal of Multivariate Analysis
July 2007	Multivariate Extensions of Spearman's rho and Related Statistics by Friedrich Schmid and Rafael Schmidt in Journal of Multivariate Analysis
December 2006	Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence by Friedrich Schmid and Rafael Schmidt in Metrika
January 2006	Bootstrapping Spearman's Multivariate Rho by Friedrich Schmid and Rafael Schmidt