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Journal Article
Gaisser, Sandra, Memmel, Christoph 
ORCID: 0000-0001-7418-9457, Schmidt, Rafael and Wehn, Carsten S.
(2011).
Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: a multivariate nonparametric approach.
J. Risk, 14 (1).
S. 3 - 41.
LONDON:
INCISIVE MEDIA.
ISSN 1755-2842
Gaisser, Sandra, Ruppert, Martin and Schmid, Friedrich (2010). A multivariate version of Hoeffding's Phi-Square. J. Multivar. Anal., 101 (10). S. 2571 - 2587. SAN DIEGO: ELSEVIER INC. ISSN 0047-259X
Gaisser, Sandra and Schmid, Friedrich (2010). On testing equality of pairwise rank correlations in a multivariate random vector. J. Multivar. Anal., 101 (10). S. 2598 - 2616. SAN DIEGO: ELSEVIER INC. ISSN 0047-259X