Richard Warnung

Identifiers

• name variant Richard Warnung 0.60 · backfill

Papers (3)

1. Risk Measures in a Regime Switching Model Capturing Stylized Facts q-fin.RM · 2012 · author #2
2. Scaling portfolio volatility and calculating risk contributions in the presence of serial cross-correlations q-fin.RM · 2010 · author #2
3. Hiding a drift math.PR · 2008 · author #3

Mentions

• 1212.4126 #2 · backfill · confidence 0.70 Richard Warnung
• 1009.3638 #2 · backfill · confidence 0.70 Richard Warnung
• 0802.1152 #3 · backfill · confidence 0.70 Richard Warnung

Frequent Coauthors

• Mikl\'os R\'asonyi 1 shared papers
• Nikolaus Rab 1 shared papers
• Rainer Haidinger 1 shared papers
• Walter Schachermayer 1 shared papers