N. Wagner

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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!

PublicationDate of PublicationType
Volatility impacts on the European banking sector: GFC and COVID-19
Annals of Operations Research
2024-02-08Paper
Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models
Statistical Papers
2005-02-11Paper
Estimating financial risk under time-varying extremal return behavior
OR Spectrum
2003-08-27Paper
A direct numerical method for vibration systems with fading memory
ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik
2002-02-27Paper
Equity index replication with standard and robust regression estimators
OR Spektrum
2001-02-18Paper
Equity index replication with standard and robust regression estimators
OR Spektrum
2001-02-18Paper
Parameter identification of viscously damped structures
ZAMM. Zeitschrift für Angewandte Mathematik und Mechanik
2001-01-01Paper


Research outcomes over time


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