Name Card

Full name Familienname, Vorname
Schöftner, Robert
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-5 of 5 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Schöftner, Robert Market and credit risk aggregation: a bottom-up approachThesis Hochschulschrift2010
2Schöftner, Robert On the estimation of credit exposure using regression-based Monte Carlo simulationArtikel Article 2008
3Schöftner, Robert Time-Varying Dependence Modelling of Market and Credit RiskPräsentation Presentation2006
4Schöftner, Robert Time-Varying Dependence Modelling of Market and Credit RiskPräsentation Presentation2006
5Schöftner, Robert Modelling volatility : autoregressive conditional heteroscedasticity and its extensionsThesis Hochschulschrift2004