Concepedia

Jakob Stöber

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Publications

7

Citations

416

H-Index

7

Active since

2013

Affiliations

Technical University of Munich(Current)

University of British Columbia

Jakob Stöber is an author at Technical University of Munich specializing in copula models, dependence modeling, and copula estimation.

ORCID

Publications per year

2013–2017

7

Publications

7

Simplified pair copula constructions—Limitations and extensions

Jakob Stöber, Harry Joe, Claudia Czado · Journal of Multivariate Analysis · 2013 · 149 citations

, , +4

Derivatives and Fisher information of bivariate copulas

Ulf Schepsmeier, Jakob Stöber · Statistical Papers · 2013 · 66 citations

, , +9

Regime Switching Vine Copula Models for Global Equity and Volatility Indices

Holger Fink, Yulia Klimova, Claudia Czado et al. · Econometrics · 2017 · 56 citations · Full text

, , +17

Regime switches in the dependence structure of multidimensional financial data

Jakob Stöber, Claudia Czado · Computational Statistics & Data Analysis · 2013 · 44 citations

, , +16

Model selection for discrete regular vine copulas

Anastasios Panagiotelis, Claudia Czado, Harry Joe et al. · Computational Statistics & Data Analysis · 2016 · 41 citations

, , +7

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