Maximilian Nagl
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Person:2165391
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 |
|---|---|---|
| Non-linearity and the distribution of market-based loss rates OR Spectrum | 2025-11-14 | Paper |
| Credit line exposure at default modelling using Bayesian mixed effect quantile regression Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-04-04 | Paper |
| Intricacy of cryptocurrency returns Economics Letters | 2024-08-28 | Paper |
| Deep calibration of financial models: turning theory into practice Review of Derivatives Research | 2022-08-19 | Paper |
Research outcomes over time
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