Universitätsstr. 2
Augsburg, 86159
Germany
University of Augsburg
SSRN RANKINGS
in Total Papers Citations
case based decisions, empirical similarity, forecasting combinations, volatility forecasts
Systemic Risk, Network Analysis, Network Autoregression, Tail Event
Volatility Event Study, Heteroskedasticity, Breusch-Pagan Test, Koenker’s Test, Coup Attempt, Power Analysis, Excess Volatility
Distribution functions, Dimension Reduction, Risk management, Statistical models
Empirical Pricing Kernel, Confidence band, Bootstrap, Kernel Smoothing, Non-parametric
copula, multivariate distribution, Archimedean copula, adaptive estimation
Change point, network, CUSUM, sparsity, social media
Copula, Forecasting, Realized covariances, Realized volatility, Vine
