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Marius Hofert

University of Hong Kong ORCID

183

Works

2,478

Citations

21

h-index

47

i10-index

Research Topics

Financial Risk and Volatility Modeling Statistical Methods and Inference Bayesian Methods and Mixture Models

Affiliations

XLAB (Slovenia)2014–2014

University of Waterloo2014–2022

Universität Ulm2008–2010

ETH Zurich2010–2015

Department of Physics, Mathematics and Informatics2014–2014

Top Works

A note on generalized inverses

Paul Embrechts,Marius Hofert

2013271 citations

Marius Hofert | Researchclopedia

Stochastic processes and financial applications

Probability and Risk Models

Elements of Copula Modeling with R

Marius Hofert,Ivan Kojadinovic,et al.

2018195 citations

Sampling Archimedean copulas

2008172 citations

Nested Archimedean Copulas Meet<i>R</i>: The<b>nacopula</b>Package

Marius Hofert,Martin Mächler

2011153 citations

Likelihood inference for Archimedean copulas in high dimensions under known margins

Marius Hofert,Martin Mächler,et al.

2012143 citations

An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates

Valérie Chavez‐Demoulin,Paul Embrechts,et al.

2015138 citations

Efficiently sampling nested Archimedean copulas

2010112 citations

CDO pricing with nested Archimedean copulas

Marius Hofert,Matthias Scherer

2010111 citations

copula: Multivariate Dependence with Copulas

Marius Hofert,Ivan Kojadinovic,et al.

2005106 citations