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Julia Schaumburg

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This is information that was supplied by Julia Schaumburg in registering through RePEc. If you are Julia Schaumburg , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Julia
Middle Name:
Last Name: Schaumburg
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RePEc Short-ID: psc415

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Affiliation

Faculteit der Economische Wetenschappen en Bedrijfskunde
Vrije Universiteit
Location: Amsterdam, Netherlands
Homepage: http://www.feweb.vu.nl/
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Handle: RePEc:edi:fewvunl (more details at EDIRC)

Works

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Working papers

  1. Carsten Bormann & Melanie Schienle & and Julia Schaumburg, 2014. "A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk," Tinbergen Institute Discussion Papers 14-024/III, Tinbergen Institute, revised 23 Jun 2014.
  2. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2013. "Forecasting systemic impact in financial networks," SFB 649 Discussion Papers SFB649DP2013-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2011. "Financial Network Systemic Risk Contributions," SFB 649 Discussion Papers SFB649DP2011-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Julia Schaumburg, 2010. "Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory," SFB 649 Discussion Papers SFB649DP2010-009, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

Articles

  1. Hautsch, Nikolaus & Schaumburg, Julia & Schienle, Melanie, 2014. "Forecasting systemic impact in financial networks," International Journal of Forecasting, Elsevier, vol. 30(3), pages 781-794.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2011-11-07 2012-09-09 2013-02-08 2013-11-22. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2013-02-08
  3. NEP-ECM: Econometrics (1) 2010-04-17
  4. NEP-FOR: Forecasting (2) 2010-04-17 2013-02-08. Author is listed
  5. NEP-NET: Network Economics (4) 2011-11-07 2012-09-09 2013-02-08 2013-11-22. Author is listed
  6. NEP-REG: Regulation (1) 2011-11-07
  7. NEP-RMG: Risk Management (5) 2010-04-17 2011-11-07 2012-09-09 2013-02-08 2013-11-22. Author is listed

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Corrections

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