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Optimale Portfolios zum Tracking des DAX

Wagner, Niklas F. - In: Die Bank (1996), pp. 684-688

Persistent link: https://www.econbiz.de/10001208573

Approximative Nachbildung des Deutschen Aktienindexes (DAX)

Wagner, Niklas F. - In: Finanzmarkt und Portfolio-Management 10 (1996) 3, pp. 375-393

Persistent link: https://www.econbiz.de/10001221485

Tracking des Deutschen Aktienindexes (DAX) : Hintergründe und empirische Untersuchung

Wagner, Niklas F. - 1998

Persistent link: https://www.econbiz.de/10013360994

On tail index estimation and financial risk management implications

Wagner, Niklas F. - In: Operations research proceedings 2002 : selected papers …, (pp. 321-328). 2003

Persistent link: https://www.econbiz.de/10001752027

A market model with time-varying moments and results on Neuer Markt stock returns

Wagner, Niklas F. - 2001

Persistent link: https://www.econbiz.de/10001662098

Estimating financial risk under time-varying extremal return behavior

Wagner, Niklas F. - In: OR spectrum : quantitative approaches in management 25 (2003) 3, pp. 317-328

Persistent link: https://www.econbiz.de/10001788782

Autoregressive conditional tail behavior and results on government bond yield spreads

Wagner, Niklas F. - In: International review of financial analysis 14 (2005) 2, pp. 247-261

Persistent link: https://www.econbiz.de/10002738302

Alternative model specifications for implied volatility measured by the German VDAX

Wagner, Niklas F.; Szimayer, Alexander - In: Kredit und Kapital 34 (2001) 4, pp. 590-618

Persistent link: https://www.econbiz.de/10001654495

Measuring tail thickness under GARCH and an application to extreme exchange rate changes

Wagner, Niklas F.; Marsh, Terry Alan - In: Journal of empirical finance 12 (2005) 1, pp. 165-185

Persistent link: https://www.econbiz.de/10002644047

How Do Bond, Equity and Commodity Cycles Interact?

Narayan, Paresh Kumar - 2017

We address bond, equity, gold as well as oil markets, and examine their lagged interactions including market volatility and consumer prices. Apart from considering returns, we also address the cyclic component of price levels. Study of the monthly lag structure during January 1950 to June 2015...

Persistent link: https://www.econbiz.de/10012964555