Christian Cech
University of Applied Sciences BFI Vienna
Christian is a lecturer at the University of Applied Sciences BFI Vienna, where he also serves as deputy program director of the master’s program “Quantitative Asset and Risk Management (ARIMA)”. In addition, he is the academic director of the certificate program “Regulatory Reporting for Banks”. His research interests focus on risk management, asset management, and banking regulation.
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Articles by Christian Cech
A dynamic method-of-moments copula model approach for market risk estimates
The authors propose a method-of-moments copula technique for estimating asset portfolios' market risk, demonstrating a significant reduction in copula estimation time.