The following pages link to Niklas Wagner (Q1402426):
Displayed 8 items.
- Estimating financial risk under time-varying extremal return behavior (Q1402427) (← links)
- Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models (Q1762973) (← links)
- Equity index replication with standard and robust regression estimators (Q1841815) (← links)
- Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out (Q2246749) (← links)
- (Q4631275) (← links)
- VaR Prediction under Long Memory in Volatility (Q5232808) (← links)
- (Q5301756) (← links)
- Surprise volume and heteroskedasticity in equity market returns (Q5697322) (← links)