Alexander Szimayer

Universität Hamburg - Hamburg / Germany

Economics & Econometrics / Financial Economics

AD Scientific Index ID: 1784351

University of Hamburg

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Universität Hamburg

Alexander Szimayer's MOST POPULAR ARTICLES

1-) Elliptical copulas: applicability and limitations Statistics & Probability Letters 63 (3), 275-286, 2003

2-) Ornstein–Uhlenbeck processes and extensions Handbook of financial time series, 421-437, 2009

3-) Nonlinear term structure dependence: Copula functions, empirics, and risk implications Journal of Banking & Finance 30 (4), 1171-1199, 2006

4-) GARCH modelling in continuous time for irregularly spaced time series data

5-) Local and spillover shocks in implied market volatility: Evidence for the US and Germany Research in international Business and Finance 18 (3), 237-251, 2004

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