Browsing All of EconStor by Author Schaumburg, Julia

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Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2010 Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theorySchaumburg, Julia
2011 Financial network systemic risk contributionsHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2012 Financial network systemic risk contributionsHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2013 Financial network systemic risk contributionsHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2013 Forecasting systemic impact in financial networksHautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie
2014 Beyond dimension two: A test for higher-order tail riskBormann, Carsten; Schienle, Melanie; Schaumburg, Julia
2014 A Test for the Portion of Bivariate Dependence in Multivariate Tail RiskBormann, Carsten; Schienle, Melanie; Schaumburg, Julia
2014 Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series ModelsBlasques, Francisco; Koopman, Siem Jan; Lucas, Andre; Schaumburg, Julia
2014 Spillover dynamics for systemic risk measurement using spatial financial time series modelsBlasques, Francisco; Koopman, Siem Jan; Lucas, Andre; Schaumburg, Julia
2016 Bank Business Models at Zero Interest RatesLucas, Andre; Schaumburg, Julia; Schwaab, Bernd
2016 Accounting for Missing Values in Score-Driven Time-Varying Parameter ModelsLucas, Andre; Opschoor, Anne; Schaumburg, Julia
2016 Beyond dimension two: A test for higher-order tail riskBormann, Carsten; Schaumburg, Julia; Schienle, Melanie
2017 Do Negative Interest Rates Make Banks Less Safe?Nucera, Federico; Lucas, Andre; Schaumburg, Julia; Schwaab, Bernd