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Rudi Zagst
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Rudi Zagst
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Rudi Zagst
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1
Inflation Protected Investment Strategies
by
Mirco Mahlstedt
,
Rudi
Zagst
Published 2016-03-01
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Article
2
Forecasting turbulence in the Asian and European stock market using regime-switching models
by
Janina Engel
,
Markus Wahl
,
Rudi
Zagst
Published 2018-06-01
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Article
3
A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices
by
Daniel Leonhardt
,
Antony Ware
,
Rudi
Zagst
Published 2017-09-01
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Article
4
Modeling Recovery Rates of Small- and Medium-Sized Entities in the US
by
Aleksey Min
,
Matthias Scherer
,
Amelie Schischke
,
Rudi
Zagst
Published 2020-10-01
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Article
5
Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs
by
Marcos Escobar
,
Mikhail Krayzler
,
Franz Ramsauer
,
David Saunders
,
Rudi
Zagst
Published 2016-11-01
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Article
6
Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data
by
Monica Defend
,
Aleksey Min
,
Lorenzo Portelli
,
Franz Ramsauer
,
Francesco Sandrini
,
Rudi
Zagst
Published 2021-02-01
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Article
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