Vicky Fasen-Hartmann
Scholar

Vicky Fasen-Hartmann

Google Scholar ID: 0UL7jNAAAAAJ
Karlsruher Institute of Technology
extreme value theorystatistics for stochastic processesstochastic processesrisk measurementtime series analysis
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Citations
273
 
H-index
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20
 
Co-authors
7
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Publications
3 items
Estimation of the number of principal components in high-dimensional multivariate extremes
2025
Cited
0
Information criteria for the number of directions of extremes in high-dimensional data
2024
Cited
1
Measuring risk contagion in financial networks with CoVaR
2023
Cited
2
Resume (English only)
Co-authors
7 total
Claudia Klüppelberg
Claudia Klüppelberg
Unknown affiliation
Bikramjit Das
Bikramjit Das
Associate Professor, Singapore University of Technology and Design
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