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Niklas Wagner

SSRN Author Rank: 1,777 by Downloads and 10,085 by Citations

 Professor of Finance
 

Passau University


 Innstrasse 27
 Passau, 94030
 Germany
 email address

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. Niklas Wagner's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
13,247
Total
Citations
42
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Wagner, Niklas
Passau University
Posted:
11 Sep 00
Last Revised:
27 Jul 05
1,647
(6,702)
 

2.  
Hofberger, Bastian
affiliation not provided to SSRN
Wagner, Niklas
Passau University
Posted:
21 Jul 08
1,107
(12,164)
 

3.  
Return-Volume Dependence and Extremes in International Equity Markets | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2003 Annual Conference Paper No. 284; Research Program in Finance RPF No. 293
Number of Pages in PDF File: 50
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Wagner, Niklas
Passau University
Posted:
06 Aug 03
891
(17,539)
8

4.  
Breitenfellner, Bastian
Passau University
Wagner, Niklas
Passau University
Posted:
29 Jan 09
Last Revised:
05 May 10
877
(16,361)
2

5.  
Buchner, Axel
University of Passau
Kaserer, Christoph
Technische Universität München (TUM)
Wagner, Niklas
Passau University
Posted:
06 Mar 08
Last Revised:
15 Jan 15
788
(17,112)
 

6.  
Wagner, Niklas
Passau University
Winter, Elisabeth
University of Passau
Posted:
28 Sep 08
Last Revised:
15 Sep 11
599
(30,364)
2

7.  
Szimayer, Alexander
University of Hamburg - Faculty of Economics and Business Administration
Wagner, Niklas
Passau University
Posted:
08 Mar 04
595
(30,773)
4

8.   Incl. Electronic Paper
Aboura, Sofiane
Université Paris XIII Sorbonne Paris Cité
Wagner, Niklas
Passau University
Posted:
25 Feb 09
Last Revised:
21 Jun 15
565
(29,389)
3

9.  
Junker, Markus
Center of Advanced European Studies and Research, Germany (CAESAR) - Financial Engineering Group
Szimayer, Alexander
University of Hamburg - Faculty of Economics and Business Administration
Wagner, Niklas
Passau University
Posted:
24 Jun 03
552
(34,279)
5

10.   Incl. Electronic Paper
Wagner, Niklas
Passau University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Batten, Jonathan A.
Monash University
Posted:
12 Feb 03
Last Revised:
25 Sep 08
550
(35,198)
3

11.  
Stewart, Christian
affiliation not provided to SSRN
Wagner, Niklas
Passau University
Posted:
21 Aug 07
Last Revised:
24 Feb 08
503
(38,694)
1

12.  
Kaserer, Christoph
Technische Universität München (TUM)
Wagner, Niklas
Passau University
Posted:
29 Mar 05
419
(45,268)
 

13.  
Wagner, Niklas
Passau University
Posted:
08 Mar 04
400
(51,243)
3

14.  
Aboura, Sofiane
Université Paris XIII Sorbonne Paris Cité
Wagner, Niklas
Passau University
Posted:
18 Sep 07
371
(54,927)
 

15.  
Kinateder, Harald
Passau University
Wagner, Niklas
Passau University
Posted:
15 Mar 09
Last Revised:
16 Jan 14
320
(62,652)
 

16.  
Breitenfellner, Bastian
Passau University
Wagner, Niklas
Passau University
Posted:
29 Jun 09
Last Revised:
09 Feb 12
308
(67,920)
 

17.  
Wagner, Niklas
Passau University
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Posted:
23 Jan 01
285
(77,384)
3

18.  
Wagner, Niklas
Passau University
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Posted:
17 Sep 04
Last Revised:
22 Aug 08
254
(84,075)
3

19.  
Measuring Tail Thickness Under GARCH and an Application to Extreme Exchange Rate Changes | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Vol. 12, 2005, UC Berkeley IBER Finance Working Paper No. 297
Number of Pages in PDF File: 30
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Wagner, Niklas
Passau University
Posted:
22 Jan 03
Last Revised:
04 Oct 09
239
(90,644)
1

20.  
Schreiber, Irene
affiliation not provided to SSRN
Müller, Gernot
affiliation not provided to SSRN
Klüppelberg, C.
Technische Universität München (TUM)
Wagner, Niklas
Passau University
Posted:
26 Oct 09
Last Revised:
25 Jun 12
217
(96,273)
3

21.  
Buchner, Axel
University of Passau
Wagner, Niklas
Passau University
Posted:
24 Apr 15
137
(84,769)
 

22.  
Wagner, Niklas
Passau University
Posted:
16 Jun 04
131
(158,200)
1

23.  
Option Pricing with a Dynamic Fat-Tailed Model | Show Abstract | Download This Paper | Open PDF in Browser |
Midwest Finance Association 2013 Annual Meeting Paper
Number of Pages in PDF File: 38
Aboura, Sofiane
Université Paris XIII Sorbonne Paris Cité
Valeyre, Sébastien
John Locke Investments
Wagner, Niklas
Passau University
Posted:
30 Mar 12
Last Revised:
21 Jun 15
127
(165,949)
 

24.  
Kahlert, Dennis
University of Passau
Wagner, Niklas
Passau University
Posted:
24 Feb 15
Last Revised:
19 Jul 16
85
(171,149)
 

25.  
Batten, Jonathan A.
Monash University
Szilagyi, Peter G.
CEU Business School - Central European University
Wagner, Niklas
Passau University
Posted:
27 Feb 15
61
(214,948)
 

26.  
Riedel, Christoph
University of Passau
Wagner, Niklas
Passau University
Posted:
12 Sep 14
Last Revised:
24 Jun 15
60
(222,924)
 

27.  
Riedel, Christoph
University of Passau
Thuraisamy, Kannan S.
Deakin University - Faculty of Business and Law
Wagner, Niklas
Passau University
Posted:
19 Mar 13
54
(262,523)
 

28.  
Kinateder, Harald
Passau University
Wagner, Niklas
Passau University
Posted:
05 Sep 15
Last Revised:
26 Jan 16
9
(188,530)
 

29.  
Buchner, Axel
University of Passau
Wagner, Niklas
Passau University
Posted:
16 Dec 15
0
(81,687)
 

30.  
Kleine, Jens
Steinbeis University Berlin
Wagner, Niklas
Passau University
Weller, Tim
Steinbeis University Berlin
Posted:
31 Oct 15
0
(315,448)
 

31.  
Czauderna, Katrin
University of Passau - Business Administration and Economics
Riedel, Christoph
University of Passau
Wagner, Niklas
Passau University
Posted:
04 Oct 15
0
(340,765)
 

32.  
Dash, Srikant
Standard & Poor's
Wagner, Niklas
Passau University
Brück, Bernhard
Munich Financial Systems Consulting
Posted:
13 Oct 09
 

33.  
Bamberg , Gunter
University of Augsburg - Department of Statistics and Mathematical Economic Theory
Wagner, Niklas
Passau University
Posted:
23 Feb 01
Last Revised:
09 Oct 09
 


Records 1 - 33 of 33 matches
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