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 |
|---|---|---|
| Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
| VaR prediction under long memory in volatility Operations Research Proceedings | 2019-09-13 | Paper |
| From image to video approximation by adaptive splines over tetrahedralizations | 2019-04-24 | Paper |
| On tail index estimation and financial risk management implications | 2009-01-20 | Paper |
| Surprise volume and heteroskedasticity in equity market returns Quantitative Finance | 2005-10-17 | Paper |
| Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models Statistical Papers | 2005-02-11 | Paper |
| Estimating financial risk under time-varying extremal return behavior OR Spectrum | 2003-08-27 | Paper |
| Equity index replication with standard and robust regression estimators OR Spektrum | 2001-02-18 | Paper |
Research outcomes over time
This page was built for person: Niklas Wagner
