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A market model with time-varying moments and results on Neuer Markt stock returns
Wagner, Niklas F. - 2001
Persistent link: https://www.econbiz.de/10001662098
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Estimating financial risk under time-varying extremal return behavior
Wagner, Niklas F. - In: OR spectrum : quantitative approaches in management 25 (2003) 3, pp. 317-328
Persistent link: https://www.econbiz.de/10001788782
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On tail index estimation and financial risk management implications
Wagner, Niklas F. - In: Operations research proceedings 2002 : selected papers …, (pp. 321-328). 2003
Persistent link: https://www.econbiz.de/10001752027
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The Hill estimator in financial risk assessment and an application to extremal exchange rate risk
Wagner, Niklas F. - In: Financial risk and financial risk management, (pp. 173-187). 2002
Persistent link: https://www.econbiz.de/10001755640
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Nonlinear term structure dependence: Copula functions, empirics, and risk implications
Junker, Markus; Szimayer, Alex; Wagner, Niklas F. - In: Journal of banking & finance 30 (2006) 4, pp. 1171-1199
Persistent link: https://www.econbiz.de/10003310246
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Trading versus non-trading returns: evidence from Russia and the UK
Ben-Zion, Uri; Wagner, Niklas F. - In: Emerging European financial markets : independence and …, (pp. 415-427). 2006
Persistent link: https://www.econbiz.de/10003423394
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Zur Messung von Rendite und Risiko bei Private Equity-Investments
Kaserer, Christoph; Wagner, Niklas F. - In: Kapitalmarkt, Unternehmensfinanzierung und rationale …, (pp. 95-108). 2006
Persistent link: https://www.econbiz.de/10003236831
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Quantitatives Fondsrating : ein persistentes Signal für langfristige Fondsqualität?
Wagner, Niklas F.; Stocker, Elisabeth; Sälzle, Rüdiger - In: Finanz-Betrieb : FB ; Zeitschrift für … 9 (2007) 7/8, pp. 461-472
Persistent link: https://www.econbiz.de/10003491509
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Local and spillover shocks in implied market volatility : evidence for the U.S. and Germany
Wagner, Niklas F.; Szimayer, Alexander - In: Research in international business and finance 18 (2004) 3, pp. 237-251
Persistent link: https://www.econbiz.de/10003396216
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Derivative securities pricing and modelling
Batten, Jonathan A. (contributor);  … - 2012 - 1. ed.
Persistent link: https://www.econbiz.de/10009574776