Statistics
Publications
3
Citations
105
H-Index
3
Active since
2000
Affiliations
Cornell University(Current)
Thomas Domenig is an author at Cornell University specializing in foreign exchange risk, tail dependence analysis, and tail index estimation.
Publications per year
2000–2001
3
3
Multivariate extremes, aggregation and risk estimation
H.A. Hauksson, M. Dacorogna, Thomas Domenig et al. · Quantitative Finance · 2001 · 39 citations
Business, Finance, Risk Management +17
Multivariate extremes, aggregation and risk estimation
H.A. Hauksson, Michel M. Dacorogna, Thomas Domenig et al. · Quantitative Finance · 2001 · 37 citations
Business, Finance, Risk Management +17
Multivariate Extremes, Aggregation and Risk Estimation
H.A. Hauksson, Michel M. Dacorogna, Thomas Domenig et al. · SSRN Electronic Journal · 2000 · 29 citations · Full text
Business, Finance, Risk Management +17
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