Profilbild

Dr. Sven Christian Steude - Publications

Postdoktorand Prof. M. Paolella



Publications Supervised theses

Journal Articles (4)

Time-varying mixture GARCH models and asymmetric volatility
Markus Haas, Jochen Krause, Marc Paolella, Sven Christian Steude
In: North American Journal of Economics and Finance, Vol. 26, p. 602-623, 2013.


Stable mixture GARCH models
Simon Broda, Markus Haas, Jochen Krause, Marc Paolella, Sven Christian Steude
In: Journal of Econometrics, Vol. 172 (No. 2), p. 292-306, 2013.


The leverage effect without leverage
Thorsten Hens, Sven Christian Steude
In: Finance Research Letters, Vol. 6 (No. 2), p. 83-94, January 2009.


Risk Prediction: A DWARF-like Approach
Marc Paolella, Sven Christian Steude
In: The Journal of Risk Model Validation, Vol. 2 (No. 1), p. 25-43, 2008.


Dissertations (1)

Accurate Risk and Density Prediction of Asset Prices
Sven Christian Steude
Supervisor(s): Marc Paolella
University of Zurich, 2007.


Working Papers (1)

Weighted maximum likelihood for risk prediction
Sven Christian Steude
NCCR FINRISK, No. 689, 2011.