PO Box 101344
Cottbus, 03013
Germany
Brandenburg University of Technology (BTU)
Systemic Risk, Quantile Regression, Lasso, Financial Markets, Risk Management, Network Dynamics, Recession
Limit Order Book, Liquidity Risk, Semiparametric Model, Factor Structure, Prediction
Expectiles, Tail Risk, Local Parametric Approach, Risk Management
scientometrics, ranking, quantile regression, Handelsblatt, RePEc, Google Scholar
