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Wagner, Niklas


 SSRN Author Rank: 1,689 by Downloads
 Professor of Finance
 

Passau University


 Innstrasse 27
 Passau, 94030
 Germany
 email address

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. Wagner, Niklas's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
11,065
Total
Citations
43
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
1,590
(5,128)
1

2.  
Hofberger, Bastian
affiliation not provided to SSRN
Wagner, Niklas
Passau University
Posted:
21 Jul 08
1,055
(10,169)
 

3.  
Return-Volume Dependence and Extremes in International Equity Markets | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 284; Research Program in Finance RPF No. 293
Working Paper Series
Marsh, Terry A.
University of California, Berkeley - Department of Finance
Wagner, Niklas
Passau University
Posted:
06 Aug 03
879
(13,457)
8

4.  
Breitenfellner, Bastian
Passau University
Wagner, Niklas
Passau University
Posted:
29 Jan 09
Last Revised:
05 May 10
800
(15,553)
2

5.  
Szimayer, Alexander
University of Hamburg - Faculty of Economics and Business Administration
Wagner, Niklas
Passau University
Posted:
08 Mar 04
585
(24,220)
4

6.  
Wagner, Niklas
Passau University
Winter, Elisabeth
University of Passau
Posted:
28 Sep 08
Last Revised:
15 Sep 11
578
(24,675)
2

7.  
Buchner, Axel
University of Passau
Kaserer, Christoph
Technische Universität München (TUM)
Wagner, Niklas
Passau University
Posted:
06 Mar 08
Last Revised:
12 Mar 12
571
(25,073)
 

8.  
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
532
(27,651)
5

9.   Incl. Electronic Paper
Wagner, Niklas
Passau University
Hogan, Warren P.
University of Technology, Sydney - School of Finance and Economics
Batten, Jonathan A.
Monash University - Department of Accounting and Finance
Posted:
12 Feb 03
Last Revised:
25 Sep 08
524
(28,199)
3

10.  
Stewart, Christian
affiliation not provided to SSRN
Wagner, Niklas
Passau University
Posted:
21 Aug 07
Last Revised:
24 Feb 08
492
(30,665)
1

11.   Incl. Electronic Paper
Aboura, Sofiane
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Wagner, Niklas
Passau University
Posted:
25 Feb 09
Last Revised:
12 Jun 14
472
(27,445)
3

12.  
Wagner, Niklas
Passau University
Posted:
08 Mar 04
396
(40,414)
2

13.  
Kaserer, Christoph
Technische Universität München (TUM)
Wagner, Niklas
Passau University
Posted:
29 Mar 05
387
(41,536)
 

14.  
Aboura, Sofiane
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Wagner, Niklas
Passau University
Posted:
18 Sep 07
368
(44,172)
 

15.  
Kinateder, Harald
Passau University
Wagner, Niklas
Passau University
Posted:
15 Mar 09
Last Revised:
16 Jan 14
301
(56,043)
 

16.  
Breitenfellner, Bastian
Passau University
Wagner, Niklas
Passau University
Posted:
29 Jun 09
Last Revised:
09 Feb 12
293
(57,799)
 

17.  
On Adaptive Tail Index Estimation for Financial Return Models | Show Abstract | Download |
UC Berkeley Working Paper No. RPF-295
Working Paper Series
Wagner, Niklas
Passau University
Marsh, Terry A.
University of California, Berkeley - Department of Finance
Posted:
23 Jan 01
283
(60,153)
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
243
(71,010)
3

19.  
Measuring Tail Thickness Under GARCH and an Application to Extreme Exchange Rate Changes | Show Abstract | Download |
Journal of Empirical Finance, Vol. 12, 2005, UC Berkeley IBER Finance Working Paper No. 297
Accepted Paper Series
Marsh, Terry A.
University of California, Berkeley - Department of Finance
Wagner, Niklas
Passau University
Posted:
22 Jan 03
Last Revised:
04 Oct 09
238
(72,543)
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
209
(83,053)
3

21.  
Wagner, Niklas
Passau University
Posted:
16 Jun 04
128
(129,455)
2

22.  
Option Pricing with a Dynamic Fat-Tailed Model | Show Abstract | Download |
Midwest Finance Association 2013 Annual Meeting Paper
Working Paper Series
Aboura, Sofiane
Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Valeyre, Sébastien
John Locke Investments
Wagner, Niklas
Passau University
Posted:
30 Mar 12
Last Revised:
05 Feb 14
99
(156,521)
 

23.  
Riedel, Christoph
University of Passau
Thuraisamy, Kannan S.
Deakin University - Faculty of Business and Law
Wagner, Niklas
Passau University
Posted:
19 Mar 13
42
(247,224)
 

24.  
Dash, Srikant
Standard & Poor's
Wagner, Niklas
Passau University
Brück, Bernhard
Munich Financial Systems Consulting
Diller, Christian
Munich Financial Systems Consulting
Posted:
13 Oct 09
 

25.  
Equity Index Replication with Standard and Robust Regression Estimators | Show Abstract |
OR Spektrum, Vol. 22, No. 4, November 2000
Accepted Paper Series
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
 


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