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Publications by Klaus Abberger

A Simple Graphical Method to Explore Tail-Dependence in Stock-Return Pairs

Applied Financial Economics
2005English

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Tail-Dependence in Stock-Return Pairs

International Journal of Intelligent Systems in Accounting, Finance & Management
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A Simple Method for Causal Analysis of Return on IT Investment

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Using a Gaussian Graphical Model to Explore Relationships Between Items and Variables in Environmental Psychology Research

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Tail Dependence of Perturbed Copulas

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Methods of Tail Dependence Estimation

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RIOT -- A Simple Graphical Chip Assembly Tool

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Return Predictability of Stock Price Index in Tehran Stock Exchange

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A Portfolio Diversification Strategy via Tail Dependence Clustering

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Stock Return Expectations in the Credit Market

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