Natalia Nolde

Identifiers

• name variant Natalia Nolde 0.60 · backfill

Papers (4)

1. An extreme value approach to CoVaR estimation math.ST · 2022 · author #1
2. Elicitability and backtesting: Perspectives for banking regulation q-fin.RM · 2016 · author #1
3. Sensitivity of the limit shape of sample clouds from meta densities math.PR · 2009 · author #3
4. Asymptotic independence for unimodal densities math.PR · 2009 · author #2

Mentions

• 2201.00892 #1 · arxiv_oai · confidence 0.70 Natalia Nolde
• 0912.5337 #3 · backfill · confidence 0.70 Natalia Nolde
• 0912.4331 #2 · backfill · confidence 0.70 Natalia Nolde

Frequent Coauthors

• Guus Balkema 2 shared papers
• Chen Zhou 1 shared papers
• Johanna F. Ziegel 1 shared papers
• Menglin Zhou 1 shared papers
• Paul Embrechts 1 shared papers