Browse By Person: Trueck, Stefan

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | Date
Number of items: 9.

Book Chapter

Chernobai, Anna, Menn, Christian, Moscadelli, Marco, Rachev, Svetlozar, & Trueck, Stefan (2006) Treatment of Incomplete Data in the Field of Operational Risk: The Effects on Parameter Estimates, EL and UL Figures. In The Advanced Measurement Approach to Operational Risk. Risk Books, Spain, pp. 145-168.

Journal Article

Prokopczuk, Marcel, Rachev, Svetlozar, Schindlmayr, Gero, & Trueck, Stefan (2007) Quantifying risk in the electricity business: A RAROC-based approach. Energy Economics, 29(5), pp. 1033-1049.
Number of citations in Scopus 11
Number of citations in Web of Science® 4

Bierbrauer, Michael, Menn, Christian, Rachev, Svetlozar, & Trueck, Stefan (2007) Spot and Derivative Pricing in the EEX Power Market. Journal of Banking and Finance, 31(11), pp. 3462-3485.
Number of citations in Scopus 70
Number of citations in Web of Science® 63

Lorenz, David, Lutzkendorft, Thomas, & Trueck, Stefan (2006) Addressing Risk and Uncertainty in Property Valuations: A Viewpoint from Germany. Journal of Property Investment and Finance, 24(5), pp. 400-433.
Number of citations in Scopus 22

Henneke, Jan & Trueck, Stefan (2006) Asset Correlations and Capital Requirements for SME in the Revised Basel II Framework. Banks and Bank Systems, 1(1), pp. 75-92.
Number of citations in Scopus 3

Benz, Eva & Trueck, Stefan (2006) CO2 Emission Allowances Trading in Europe - Specifying a New Class of Assets. Problems and Perspectives in Management, 4(3), pp. 30-40.
Number of citations in Scopus 32

Burnecki, Krzysztof, Chernobai, Anna, Rachev, Svetlozar, Trueck, Stefan, & Weron, Rafal (2006) Modelling Catastrophe Claims with Left-truncated Severity Distributions. Computational Statistics, 21(3-4), pp. 537-555.
Number of citations in Scopus 4
Number of citations in Web of Science® 6

Misiorek, Adam, Trueck, Stefan, & Weron, Rafal (2006) Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. Studies in Nonlinear Dynamics & Econometrics, 10(3).
Number of full-text downloads 1,759
Number of citations in Scopus 62
Number of citations in Web of Science® 35

Rachev, Zari & Trueck, Stefan (2005) Credit Portfolio Risk And Probability Of Default Confidence Sets Through The Business Cycle. The Journal Of Credit Risk, 1(4), pp. 61-88.

This list was generated on Sun Jun 25 07:57:32 2017 AEST.