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Julia Schaumburg

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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  1. Carsten Bormann & Melanie Schienle & Julia Schaumburg, 2014. "Beyond dimension two: A test for higher-order tail risk," SFB 649 Discussion Papers SFB649DP2014-042, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Carsten Bormann & Melanie Schienle & 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.
  3. Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg, 2014. "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models," Tinbergen Institute Discussion Papers 14-107/III, Tinbergen Institute.
  4. 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.
  5. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2011. "Financial Network Systemic Risk Contributions," SFB 649 Discussion Papers SFB649DP2011-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. 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.
  1. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
  2. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (8) 2010-04-17 2011-11-07 2012-09-09 2013-02-08 2013-11-22 2014-10-03 2015-02-16 2015-04-25. Author is listed
  2. NEP-BAN: Banking (4) 2011-11-07 2012-09-09 2013-02-08 2013-11-22. Author is listed
  3. NEP-ECM: Econometrics (4) 2010-04-17 2014-10-03 2015-02-16 2015-04-25. Author is listed
  4. NEP-NET: Network Economics (4) 2011-11-07 2012-09-09 2013-02-08 2013-11-22. Author is listed
  5. NEP-URE: Urban & Real Estate Economics (3) 2014-11-12 2015-02-16 2015-04-25. Author is listed
  6. NEP-FOR: Forecasting (2) 2010-04-17 2013-02-08. Author is listed
  7. NEP-CFN: Corporate Finance (1) 2013-02-08
  8. NEP-ETS: Econometric Time Series (1) 2015-04-25
  9. NEP-MAC: Macroeconomics (1) 2015-04-25
  10. NEP-ORE: Operations Research (1) 2014-10-03
  11. NEP-REG: Regulation (1) 2011-11-07

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