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Stefan Trück

SSRN Author Rank: 4,279 by Downloads and 9,225 by Citations

 Professor iof Finance
 

Macquarie University Sydney - Department of Applied Finance and Actuarial Studies


 North Ryde
 Sydney, New South Wales 2109
 Australia
 61298508483 (Phone)
 61298508483 (Fax)
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au

 

Centre for International Finance and Regulation (CIFR)


 Level 7, UNSW CBD Campus
 1 O'Connell Street
 Sydney, NSW 2000
 Australia
 email address


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. Stefan Trück's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,939
Total
Citations
45
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Benz, Eva A.
University of Bonn - Bonn Graduate School of Economics
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
19 May 06
Last Revised:
17 Feb 14
1,579
(7,002)
34

2.  
Henneke, Jan S.
University of Karlsruhe (TH)
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
14 May 06
746
(22,773)
 

3.  
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Emrah, Oezturkmen
University of Karlsruhe - Institute of Statistics and Mathematical Economics
Posted:
30 Mar 05
613
(28,993)
 

4.  
Chernobai, Anna
University of California, Santa Barbara
Menn, Christian
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Rachev, Svetlozar
Stony Brook University
Posted:
11 Mar 05
553
(33,503)
7

5.   Incl. Electronic Paper
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Rachev, Svetlozar
Stony Brook University
Posted:
19 May 06
Last Revised:
21 Mar 11
472
(42,811)
 

6.  
The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS | Show Abstract | Download This Paper | Open PDF in Browser |
in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)
Number of Pages in PDF File: 24
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Hardle, Wolfgang
Humboldt University of Berlin - School of Business and Economics
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
29 Aug 12
Last Revised:
08 Apr 14
405
(42,363)
 

7.  
The Term Structure of Credit Spreads and Credit Default Swaps - An Empirical Investigation | Show Abstract | Download This Paper | Open PDF in Browser |
Investment Management and Financial Innovations, Vol. 3, 2004
Number of Pages in PDF File: 36
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Laub, Matthias
Universität Karlsruhe - Inst. für Statistik und math. Wirtschaftstheorie
Rachev, Svetlozar
Stony Brook University
Posted:
07 Sep 08
Last Revised:
08 Apr 14
285
(75,276)
1

8.  
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Rachev, Svetlozar
Stony Brook University
Posted:
28 Feb 05
233
(89,787)
 

9.  
Style Analysis and Value at Risk of Asia-Focused Hedge Funds | Show Abstract | Download This Paper | Open PDF in Browser |
22nd Australasian Finance and Banking Conference 2009
Number of Pages in PDF File: 34
Weng, Haijie
Macquarie University
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
24 Aug 09
Last Revised:
15 Sep 10
226
(97,557)
 

10.  
Rong, Ning
Macquarie University
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
01 Aug 12
159
(128,617)
 

11.  
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
17 Feb 09
144
(145,719)
 

12.  
Gronwald, Marc
University of Aberdeen
Ketterer, Janina
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
27 Apr 11
142
(144,890)
1

13.   Incl. Electronic Paper
Sheen, Jeffrey
Macquarie University
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Truong, Chi
Macquarie University
Wang, Ben Zhe
Macquarie University, Faculty of Business and Economics
Posted:
16 Jul 14
Last Revised:
16 Aug 14
124
(168,938)
 

14.  
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Rong, Ning
Macquarie University
Posted:
22 Aug 10
Last Revised:
27 Aug 12
116
(171,002)
 

15.  
Milunovich, George
Macquarie University - Department of Economics
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
01 Mar 12
112
(172,026)
 

16.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
25 Jan 12
Last Revised:
30 Sep 15
103
(175,347)
 

17.  
Nowotarski, Jakub
Wroclaw University of Technology - Institute of Organization and Management
Raviv, Eran
APG Asset Management
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
22 Aug 13
70
(226,030)
 

18.  
Salazar, Yuri
University of Essex - Centre for Computational Finance and Economic Agents
Bianchi, Robert J.
Griffith University
Drew, Michael E.
Griffith University
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
05 Nov 14
66
(210,234)
 

19.  
Modelling Catastrophe Claims with Left-Truncated Severity Distributions (Extended Version) | Show Abstract | Download This Paper | Open PDF in Browser |
Hugo Steinhaus Center for Stochastic Methods Research Report No. HSC/05/1
Number of Pages in PDF File: 31
Chernobai, Anna
University of California, Santa Barbara
Burnecki, Krzysztof
Hugo Steinhaus Center
Rachev, Svetlozar
Stony Brook University
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Posted:
04 Sep 08
59
(264,473)
 

20.  
Janczura, Joanna
Hugo Steinhaus Center
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Wolff, Rodney
Queensland University of Technology - School of Economics and Finance
Posted:
11 Jun 12
54
(262,295)
1

21.  
Unbiasedness and Risk Premiums in the Indian Currency Futures Market | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of International Financial Markets, Institutions and Money, Vol. 29, 2014
Number of Pages in PDF File: 27
Kumar, Satish
The ICFAI Foundation for Higher Education (IFHE)
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
28 Aug 12
Last Revised:
02 Jul 15
51
(278,108)
 

22.  
Handika, Rangga
Department of Applied Finance and Actuarial Studies
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
17 Jun 13
40
(273,413)
 

23.  
Sheen, Jeffrey
Macquarie University
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Wang, Ben Zhe
Macquarie University, Faculty of Business and Economics
Posted:
30 May 14
31
(324,275)
 

24.  
Keighley, Tim
Macquarie University, Faculty of Business and Economics
Longden, Thomas
Macquarie University, Faculty of Business and Economics
Mathew, Supriya
Charles Darwin University, Northern Institute
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
11 Nov 14
19
(385,848)
 

25.  
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Wellmann, Dennis
Macquarie University
Posted:
21 Aug 15
Last Revised:
23 Jul 16
10
(271,111)
 

26.   Incl. Electronic Paper
Sheen, Jeffrey
Macquarie University
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Wang, Ben Zhe
Macquarie University, Faculty of Business and Economics
Posted:
26 Mar 15
Last Revised:
05 Jun 15
7
(458,858)
 

27.  
The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis | Show Abstract | Add to Cart |
Economic Record, Vol. 87, pp. 105-124, 2011
Number of Pages in PDF File: 20
Gronwald, Marc
University of Aberdeen
Ketterer, Janina
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
22 Aug 11
3
(477,975)
1

28.  
Time Series Properties of a Rating System Based on Financial Ratios | Show Abstract | Download This Paper | Open PDF in Browser |
Bundesbank Series 2 Discussion Paper No. 2005,14
Number of Pages in PDF File: 61
Krüger, Ulrich
Deutsche Bundesbank
Stötzel, Martin
University of Karlsruhe
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
08 Jun 16
0
(347,594)
 

29.  
Wellmann, Dennis
Macquarie University
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
10 Apr 16
Last Revised:
17 May 16
0
(216,305)
 

30.  
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Wellmann, Dennis
Macquarie University
Posted:
09 Apr 16
Last Revised:
23 Jul 16
0
(306,565)
 

31.  
Modelling Electricity Prices: Jump Diffusion and Regime Switching | Show Abstract |
Physica A: Statistical Methods and It's Applications, Vol. 336, pp. 39-48, 2004
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Michael, Bierbrauer
affiliation not provided to SSRN
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
07 Sep 08
Last Revised:
13 Sep 08
 

32.  
Rachev, Svetlozar
Stony Brook University
Prokopczuk, Marcel
University of Reading - Henley Business School - ICMA Centre
Schindlmayr, Gero
affiliation not provided to SSRN
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
24 Oct 07
 

33.  
Trück, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Rachev, Svetlozar
Stony Brook University
Posted:
10 May 06
 


Records 1 - 33 of 33 matches
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