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Forschung

Publications

Working Papers

  • "Testing for Co-jumps in High-frequency Asset Prices", (2016) with Markus Kösler.
  • "Services Liberalisation in Germany - Overview and the Potential of Deregulation", (2015), with Oliver Arentz, Leonard Münstermann, Clemens Recker, Steffen Roth and Achim Wambach.
  • "Robust estimation of threshold autoregressions and the law of one price", (2015) with Benjamin Tischler.
  • "Forecasting international stock market correlations: Does anything beat a CCC?", (2010) with Olga Reznikova.
  • "Estimation and Model Selection of Copulas with an Application to Exchange Rates", (2007) METEOR research memorandum RM/07/056.

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