Dr. Carsten Bormann


  • Beyond dimension two: A test for higher-order tail risk (with Melanie Schienle and Julia Schaumburg), Journal of Financial Econometrics, 2016

  • Detecting structural differences in tail dependence of financial time series (with Melanie Schienle), 2016, revise and resubmit

  • Testing against intra-tail asymmetries in financial time series, Working Paper, 2017

  • Bivariate copula comparisons with multiple testing techniques, Working Paper, 2017