Wolfgang Aussenegg

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Wolfgang Aussenegg trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. S. Demarta
  2. Alexander J. McNeil
  3. Andrew J. Patton
  4. Eugene F. Fama
  5. P. Giot
  6. Eric Jondeau
  7. Robert F. Engle
  8. Tim Bollerslev
  9. Umberto Cherubini
  10. Markus Junker

Papers from Wolfgang Aussenegg's perspective

Ordered by how strongly the researchers Wolfgang Aussenegg trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The t Copula and Related Copulas
  2. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
  3. The Behavior of Stock-Market Prices
  4. Market Models: A Guide to Financial Data Analysis
  5. Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index
  6. Conditional Dependency of Financial Series: The Copula-GARCH Model
  7. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
  8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  9. An Introduction to Copulas
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers