Concepedia

Stefan R. Jaschke

SR

11

Publications

478

Citations

11

H-Index

1999

Active since

Affiliations

Weierstrass Institute for Applied Analysis and Stochastics(Current)

Humboldt-Universität zu Berlin

TU Dortmund University

Stefan R. Jaschke is an author at Weierstrass Institute for Applied Analysis and Stochastics specializing in statistics, finance, and engineering.

Top concepts

StatisticsFinanceEngineeringBusinessRisk ManagementEconomicsEconometricsAsset PricingCopulasManagement

Publications per year

1999–2015

11

Publications

11

Coherent risk measures and good-deal bounds

Stefan R. Jaschke, Uwe Küchler · Finance and Stochastics · 2001 · 219 citations

Engineering, Risk Management, Risk Metric +5

The Cornish–Fisher expansion in the context of Delta–Gamma-normal approximations

Stefan R. Jaschke · The Journal of Risk · 2002 · 106 citations

Pade Approximant, Large Deviations, Bayesian Statistics +14

Nonparametric tests for constant tail dependence with an application to energy and finance

Axel Bücher, Stefan R. Jaschke, Dominik Wied · Journal of Econometrics · 2015 · 33 citations

Empirical Finance, Financial Economics, Asset Pricing +7

Estimation of risk measures in energy portfolios using modern copula techniques

Stefan R. Jaschke · Computational Statistics & Data Analysis · 2014 · 23 citations · Full text

Portfolio Optimization, Engineering, Uncertainty Quantification +11

Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors

Stefan R. Jaschke, Claudia Klüppelberg, Alexander Lindner · Journal of Multivariate Analysis · 2003 · 20 citations

Asymptotic Behavior, Engineering, Probability Theory +4

Rows per page

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