Stefan R. Jaschke

Available identifiers

Publication	Date of Publication	Type
Estimation of risk measures in energy portfolios using modern copula techniques	2018-11-23	Paper
Nonparametric tests for constant tail dependence with an application to energy and finance	2015-09-01	Paper
Value-at-risk forecasts under scrutiny—the German experience	2008-01-31	Paper
Consistent price systems for subfiltrations	2007-11-30	Paper
A filtered no arbitrage model for term structures from noisy data	2005-08-05	Paper
Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors.	2004-02-03	Paper
A note on the inhomogeneous linear stochastic differential equation.	2003-11-16	Paper
https://portal.mardi4nfdi.de/entity/Q4543475	2002-08-13	Paper
Coherent risk measures and good-deal bounds	2001-07-11	Paper
Arbitrage bounds for the term structure of interest rates	1998-04-27	Paper

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