Advanced Search

Papers Articles Authors Institutions Data (FRED®)

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
Suffix:

RePEc Short-ID: pkr112

Email:
Homepage: http://www.akrajina.com
Postal Address:
Phone:

Affiliation

Works

as HTML HTML with abstract plain text plain text with abstract BibTeX RIS (EndNote, RefMan, ProCite) ReDIF in new window

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.
   • Einmahl, J.H.J. & Krajina, A. & Segers, J., 2012. "An M-estimator for tail dependence in arbitrary dimensions," Open Access publications from Tilburg University urn:nbn:nl:ui:12-5539332, Tilburg University.
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.
   • Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2008. "A method of moments estimator of tail dependence," Open Access publications from Tilburg University urn:nbn:nl:ui:12-402837, Tilburg University.

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

Statistics

Most cited item

• 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.

Most downloaded item (past 12 months)

• 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.

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

To update listings or check citations waiting for approval, Andrea Krajina should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

---

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.

Privacy Legal