Julia Schaumburg

Available identifiers

zbMath Open schaumburg.juliaMaRDI QIDQ337775

List of research outcomes

Publication	Date of Publication	Type
Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors	2025-01-16	Paper
Bank Business Models at Zero Interest Rates	2024-11-08	Paper
Dynamic clustering of multivariate panel data	2023-11-17	Paper
Financial Network Systemic Risk Contributions	2018-11-09	Paper
Do negative interest rates make banks less safe?	2018-09-20	Paper
Accounting for missing values in score-driven time-varying parameter models	2018-09-11	Paper
Spillover dynamics for systemic risk measurement using spatial financial time series models	2016-11-03	Paper
Predicting extreme value at risk: nonparametric quantile regression with refinements from extreme value theory	2012-12-30	Paper

Research outcomes over time

This page was built for person: Julia Schaumburg