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Alexander Ristig
Publication Activity (10 Years)
Years Active: 2020-2024
Publications (10 Years): 2
Top Topics
Joint Distribution
Trading Systems
Hierarchical Structure
Markov Chain
Top Venues
Math. Program.
J. Multivar. Anal.
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Publications
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Ostap Okhrin
,
Alexander Ristig
Penalized estimation of hierarchical Archimedean copula.
J. Multivar. Anal.
201 (2024)
Mathias Pohl
,
Alexander Ristig
,
Walter Schachermayer
,
Ludovic Tangpi
Theoretical and empirical analysis of trading activity.
Math. Program.
181 (2) (2020)