Wagner N.

N. Wagner

Information about the author N. Wagner will soon be added to the site.
Found 2 papers in total
Estimating financial risk under time-varying extremal return behavior
Estimating financial risk under time-varying extremal return behavior
2003
Potentially increasing volatility and downside risk is essential to financial risk...
Equity index replication with standard and robust regression estimators
Equity index replication with standard and robust regression estimators
2000
Approximate equity index replication, based on a linear regression setting, is...
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