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Trueck, Stefan


 SSRN Author Rank: 4,497 by Downloads
 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


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. Trueck, Stefan's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,181
Total
Citations
47
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
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
19 May 06
Last Revised:
17 Feb 14
1,509
(5,400)
36

2.  
Capital Requirements for SMEs under the Revised Basel II Framework | Show Abstract | Download |
Banks and Bank Systems, Vol. 1, 2006
Accepted Paper Series
Henneke, Jan S.
University of Karlsruhe (TH)
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
14 May 06
732
(17,051)
 

3.  
Trueck, 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
590
(23,158)
 

4.  
Chernobai, Anna
University of California, Santa Barbara
Menn, Christian
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Rachev, Svetlozar
Stony Brook University
Posted:
11 Mar 05
522
(27,398)
7

5.   Incl. Electronic Paper
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
19 May 06
Last Revised:
21 Mar 11
424
(35,965)
 

6.  
The Term Structure of Credit Spreads and Credit Default Swaps - An Empirical Investigation | Show Abstract | Download |
Investment Management and Financial Innovations, Vol. 3, 2004
Accepted Paper Series
Trueck, 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
279
(59,251)
1

7.  
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Rachev, Svetlozar
Stony Brook University
Posted:
28 Feb 05
216
(78,290)
 

8.  
Style Analysis and Value at Risk of Asia-Focused Hedge Funds | Show Abstract | Download |
22nd Australasian Finance and Banking Conference 2009
Working Paper Series
Weng, Haijie
Macquarie University
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
24 Aug 09
Last Revised:
15 Sep 10
210
(80,137)
 

9.  
The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS | Show Abstract | Download |
in Gronwald and Hintermann (eds) Emission Trading Systems as a Climate Policy Instrument - Evaluation and Prospects, MIT Press (Forthcoming)
Working Paper Series
Trueck, 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
181
(92,787)
 

10.  
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
17 Feb 09
134
(121,091)
 

11.  
Gronwald, Marc
University of Aberdeen
Ketterer, Janina
CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
27 Apr 11
125
(128,197)
2

12.  
Ignatieva, Katja
University of New South Wales - Australian School of Business
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
25 Jan 12
91
(160,987)
 

13.  
Modelling Catastrophe Claims with Left-Truncated Severity Distributions (Extended Version) | Show Abstract | Download |
Hugo Steinhaus Center for Stochastic Methods Research Report No. HSC/05/1
Working Paper Series
Chernobai, Anna
University of California, Santa Barbara
Burnecki, Krzysztof
Hugo Steinhaus Center
Rachev, Svetlozar
Stony Brook University
Trueck, 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
57
(210,234)
 

14.  
Janczura, Joanna
Hugo Steinhaus Center
Trueck, 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
47
(229,642)
1

15.  
Nowotarski, Jakub
Wroclaw University of Technology - Institute of Organization and Management
Raviv, Eran
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Trueck, 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
36
(254,390)
 

16.  
Handika, Rangga
Department of Applied Finance and Actuarial Studies
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
17 Jun 13
28
(276,808)
 

17.  
Modelling Electricity Prices: Jump Diffusion and Regime Switching | Show Abstract |
Physica A: Statistical Methods and It's Applications, Vol. 336, pp. 39-48, 2004
Accepted Paper Series
Weron, Rafal
Wroclaw University of Technology - Institute of Organization and Management
Michael, Bierbrauer
affiliation not provided to SSRN
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
07 Sep 08
Last Revised:
13 Sep 08
 

18.  
Quantifying Risk in the Electricity Business: A RAROC-based Approach | Show Abstract |
Energy Economics, Vol. 29, No. 5, 2007
Accepted Paper Series
Rachev, Svetlozar
Stony Brook University
Prokopczuk, Marcel
Zeppelin University
Schindlmayr, Gero
affiliation not provided to SSRN
Trueck, Stefan
Macquarie University Sydney - Department of Applied Finance and Actuarial Studies
Posted:
24 Oct 07
 


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