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Andrea Krajina

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This is information that was supplied by Andrea Krajina in registering through RePEc. If you are Andrea Krajina , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Andrea
Middle Name:
Last Name: Krajina
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RePEc Short-ID: pkr112

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Homepage: http://www.akrajina.com
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Affiliation

Works

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Working papers

  1. Einmahl, J.H.J. & Krajina, A. & Segers, J., 2011. "An M-Estimator for Tail Dependence in Arbitrary Dimensions," Discussion Paper 2011-013, Tilburg University, Center for Economic Research.
  2. Krajina, A., 2009. "A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models," Discussion Paper 2009-42, Tilburg University, Center for Economic Research.
  3. Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007. "A Method of Moments Estimator of Tail Dependence," Discussion Paper 2007-80, Tilburg University, Center for Economic Research.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (3) 2007-10-20 2009-06-10 2011-04-09. Author is listed
  2. NEP-RMG: Risk Management (1) 2011-04-09. Author is listed

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Co-authorship network on CollEc

Corrections

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