Stefan R. Jaschke

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Estimation of risk measures in energy portfolios using modern copula techniques Computational Statistics and Data Analysis	2018-11-23	Paper
Nonparametric tests for constant tail dependence with an application to energy and finance Journal of Econometrics	2015-09-01	Paper
Value-at-risk forecasts under scrutiny—the German experience Quantitative Finance	2008-01-31	Paper
Consistent price systems for subfiltrations ESAIM: Probability and Statistics	2007-11-30	Paper
Consistent price systems for subfiltrations ESAIM: Probability and Statistics	2007-11-30	Paper
A filtered no arbitrage model for term structures from noisy data Stochastic Processes and their Applications	2005-08-05	Paper
Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. Journal of Multivariate Analysis	2004-02-03	Paper
A note on the inhomogeneous linear stochastic differential equation. Insurance Mathematics & Economics	2003-11-16	Paper
scientific article; zbMATH DE number 1780436 (Why is no real title available?)	2002-08-13	Paper
Coherent risk measures and good-deal bounds Finance and Stochastics	2001-07-11	Paper
Arbitrage bounds for the term structure of interest rates Finance and Stochastics	1998-04-27	Paper

Research outcomes over time

This page was built for person: Stefan R. Jaschke