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Aktuelle Herausforderungen des modernen Finanzcontrollings
Wagner, Niklas F.; Buchner, Axel; Kinateder, Harald; … - In: Controlling : Zeitschrift für erfolgsorientierte … 24 (2012) 8/9, pp. 440-444
Persistent link: https://www.econbiz.de/10009614656
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Explaining cross-sectional differences in credit default swap spreads : an alternative approach using value at risk
Breitenfellner, Bastian; Wagner, Niklas F. - In: The VaR implementation handbook, (pp. 121-137). 2009
Persistent link: https://www.econbiz.de/10003826939
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Credit risk : models, derivatives, and management
Wagner, Niklas F. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003659412
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Is risk higher during non-trading periods? : the risk trade-off for intraday versus overnight market returns
Riedel, Christoph; Wagner, Niklas F. - In: Journal of international financial markets, … 39 (2015), pp. 53-64
Persistent link: https://www.econbiz.de/10011475596
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Extreme asymmetric volatility : stress and aggregate asset prices
Aboura, Sofiane; Wagner, Niklas F. - In: Journal of international financial markets, … 41 (2016), pp. 47-59
Persistent link: https://www.econbiz.de/10011475918
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Liquidity and conditional market returns : evidence from German exchange traded funds
Czauderna, Katrin; Riedel, Christoph; Wagner, Niklas F. - In: Economic modelling 51 (2015), pp. 454-459
Persistent link: https://www.econbiz.de/10011476124
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Determinanten der Credit Spread Veränderungen von deutschen Mittelstandsanleihen
Kinateder, Harald; Oppolzer, Linda; Wagner, Niklas F. - In: Credit and capital markets : Kredit und Kapital 48 (2015) 1, pp. 121-147
Persistent link: https://www.econbiz.de/10011412028
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Option pricing with a dynamic fat-tailed model
Aboura, Sofiane; Valeyre, Sebastien; Wagner, Niklas F. - In: Journal of derivatives & hedge funds 20 (2014) 3, pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
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Should emerging market investors buy commodities?
Batten, Jonathan A.; Szilágyi, Péter G.; Wagner, Niklas F. - In: Applied economics 47 (2015) 37/39, pp. 4228-4246
Persistent link: https://www.econbiz.de/10011294620
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Tail index estimation in small samples : simulation results for independent and ARCH-type financial return models
Wagner, Niklas F.; Marsh, Terry Alan - In: Statistical papers 45 (2004) 4, pp. 545-561
Persistent link: https://www.econbiz.de/10002228146