Johannes Vitalis Siven

Identifiers

• name variant Johannes Vitalis Siven 0.60 · backfill

Papers (4)

1. Gain/loss asymmetry in time series of individual stock prices and its relationship to the leverage effect q-fin.ST · 2009 · author #1
2. Temporal structure and gain/loss asymmetry for real and artificial stock indices q-fin.ST · 2009 · author #1
3. A multiscale view on inverse statistics and gain/loss asymmetry in financial time series q-fin.ST · 2008 · author #1
4. Value-at-Risk Computation by Fourier Inversion with Explicit Error Bounds stat.AP · 2008 · author #1

Mentions

• 0911.4679 #1 · backfill · confidence 0.70 Johannes Vitalis Siven
• 0907.0554 #1 · backfill · confidence 0.70 Johannes Vitalis Siven
• 0811.3122 #1 · backfill · confidence 0.70 Johannes Vitalis Siven
• 0811.2691 #1 · backfill · confidence 0.70 Johannes Vitalis Siven

Frequent Coauthors

• Jeffrey Todd Lins 4 shared papers
• Anna Szymkowiak-Have 1 shared papers
• Jonas Lundbek Hansen 1 shared papers