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Stefan R. Jaschke · Study

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Stefan R. Jaschke

4 works· latest 2015· 2 institutionscluster: provisional

h-index4

i104

Citations374

Works here4

01

02

14

15

Most cited in this library

Coherent risk measures and good-deal bounds2001 · 208 citations
The Cornish–Fisher expansion in the context of Delta–Gamma-normal approximations2002 · 109 citations
Nonparametric tests for constant tail dependence with an application to energy and finance2015 · 33 citations
Estimation of risk measures in energy portfolios using modern copula techniques2014 · 24 citations

Works

4 shown

Nonparametric tests for constant tail dependence with an application to energy and finance

Journal of Econometrics·2015·3 authors

33citations

Estimation of risk measures in energy portfolios using modern copula techniques

Computational Statistics & Data Analysis·2014·1 author·Open access

24citations

The Cornish–Fisher expansion in the context of Delta–Gamma-normal approximations

The Journal of Risk·2002·1 author·Open access

109citations

Coherent risk measures and good-deal bounds

Finance and Stochastics·2001·2 authors

208citations