Dr. S.U. (Umut) Can

Faculteit Economie en Bedrijfskunde

Sectie Quantitative Economics

Fotograaf: S.U. Can

Bezoekadres

Roetersstraat 11
Kamernummer: E4.26B

Postadres

Postbus 15867
1001 NJ Amsterdam

Contactgegevens

Profile
Research
Publicaties
2024

Can, S. U., Laeven, R. J. A., & Einmahl, J. H. J. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices. Journal of Business and Economic Statistics, 42(1). https://doi.org/10.1080/07350015.2023.2166050
Related datasets
Can, U., Einmahl, J. H. J. & Laeven, R. J. A. (2023). Two-Sample Testing for Tail Copulas with an Application to Equity Indices. Taylor & Francis. https://doi.org/10.6084/m9.figshare.21841934.v2
Can, U., Einmahl, J. H. J. & Laeven, R. J. A. (2023). Two-Sample Testing for Tail Copulas with an Application to Equity Indices. Taylor & Francis. https://doi.org/10.6084/m9.figshare.21841934.v2

2020

Can, S. U., Einmahl, J. H. J., & Laeven, R. J. A. (2020). Goodness-of-fit testing for copulas: A distribution-free approach. Bernoulli, 26(4), 3163–3190. https://doi.org/10.3150/20-BEJ1219 [details]
Downloads
20-BEJ1219
Supplementary files
suppdf 1

2015

Can, S. U., Einmahl, J. H. J., Khmaladze, E. V., & Laeven, R. J. A. (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas. The Annals of Statistics, 43(2), 878-902. https://doi.org/10.1214/14-AOS1304 [details]

2014

Can, S. U. (2014). A class of asymptotically self-similar stable processes with stationary increments. Stochastic Processes and their Applications, 124(12), 3986-4011. https://doi.org/10.1016/j.spa.2014.07.014 [details]

2010

Can, S. U., Mikosch, T., & Samorodnitsky, G. (2010). Weak convergence of the function-idexed integrated periodogram for infite variance processes. Bernoulli, 16(4), 995-1015. https://doi.org/10.3150/10-BEJ253
2023

van Heerwaarden, A. E., Can, S. U., Vellekoop, M. H., van Berkum, F., Laeven, R. J. A., van Meurs, R. G. M., & de Koning, Y. (2023). De evolutie van de actuaris: Van kasuaris tot vogelbekdier en verder. De Actuaris, 30(4), 8-11. https://www.actuarieelgenootschap.nl/kennisbank/de-evolutie-van-de-actuaris-1 [details]

2015

Umut Can, S., & Laeven, R. J. A. (2015). Determining the right tail dependence model using R. Actuaris, 22(5), 40-41. [details]
Spreker

Can, U. (speaker) (13-6-2019). Goodness of Fit Testing for Point Processes in Survival Analysis, 18th Applied Stochastic Models and Data Analysis Conference, Florence.

Can, U. (speaker) (15-6-2018). Goodness of fit testing for copulas: a distribution-free approach, 4th Conference of the International Society for Nonparametric Statistics, Salerno.

Can, S. U. (speaker) (30-6-2017). Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas, 10th International Conference on Extreme Value Analysis, Delft.

Andere

Can, U. (organiser) (26-6-2017 - 30-6-2017). 10th International Conference on Extreme Value Analysis, Delft (participating in a conference, workshop, ...).
2010

Can, S. U. (2010). Some convergence results on stable infinite moving average processes and stable self-similar processes. [Thesis, fully external, Cornell University]. Cornell Univesity.
2013

Can, S. U., Einmahl, J. H. J., Khmaladze, E. V., & Laeven, R. J. A. (2013). Goodness-of-fit testing in dependence models. Amsterdam: Universiteit van Amsterdam.
2023

Can, U., Einmahl, J. H. J. & Laeven, R. J. A. (2023). Two-Sample Testing for Tail Copulas with an Application to Equity Indices. Taylor & Francis. https://doi.org/10.6084/m9.figshare.21841934.v2
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Dr. S.U. (Umut) Can

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Supplementary documents

2024

2020

2015

2014

2010

2023

2015

Spreker

Andere

2010

2013

2023

Dr. S.U. (Umut) Can

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