| Regime switching vine copula models for global equity and volatility indices H Fink, Y Klimova, C Czado, J Stöber Econometrics 5 (1), 3, 2017 | 62 | 2017 |
| Conditional distributions of processes related to fractional Brownian motion H Fink, C Klüppelberg, M Zähle Journal of Applied Probability 50 (1), 166-183, 2013 | 44 | 2013 |
| Fractional Lévy-driven Ornstein–Uhlenbeck processes and stochastic differential equations H Fink, C Klüppelberg Bernoulli 17 (1), 484-506, 2011 | 43 | 2011 |
| Detection of Strongylus vulgaris in equine faecal samples by real-time PCR and larval culture–method comparison and occurrence assessment A Kaspar, K Pfister, MK Nielsen, C Silaghi, H Fink, MC Scheuerle BMC veterinary research 13 (1), 19, 2016 | 33 | 2016 |
| A fractional credit model with long range dependent default rate F Biagini, H Fink, C Klüppelberg Stochastic Processes and their Applications 123 (4), 1319-1347, 2013 | 26 | 2013 |
| Conditional characteristic functions of Molchan-Golosov fractional Lévy processes with application to credit risk H Fink Journal of Applied Probability 50 (4), 983-1005, 2013 | 17* | 2013 |
| Implied risk aversion: An alternative rating system for retail structured products H Fink, S Geissel, J Sass, FT Seifried Review of Derivatives Research 22 (3), 357-387, 2019 | 12 | 2019 |
| Rethinking Risk Measurement and Reporting: Uncertainty K Böcker, A Crimmi, H Fink Bayesian Analysis and Expert Elicitation, ed. by K. Böcker, Risk Books, London, 2010 | 8 | 2010 |
| Dynamics of foreign exchange implied volatility and implied correlation surfaces S Beer, H Fink Quantitative Finance 19 (8), 1293-1320, 2019 | 7 | 2019 |
| Conditional Distributions of Mandelbrot–van ness Fractional LÉVY Processes and Continuous‐Time ARMA–GARCH‐Type Models with Long Memory H Fink Journal of Time Series Analysis 37 (1), 30-45, 2016 | 7 | 2016 |
| Implied correlation indices and volatility forecasting H Fink, S Geppert Applied Economics Letters 24 (9), 584-588, 2017 | 6 | 2017 |
| Bayesian risk aggregation: Correlation uncertainty and expert judgement K Böcker, A Crimmi, H Fink Rethinking Risk Measurement and Reporting Uncertainty 1, 331-360, 2010 | 6 | 2010 |
| Forecasting the Effects of In-Store Marketing on Conversion Rates for Online Shops H Fink, Y Graf Forecasting 1 (1), 70-89, 2019 | 5 | 2019 |
| The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates H Fink, A Fuest, H Port Risks 6 (3), 84, 2018 | 5 | 2018 |
| Corrigendum to “Prediction for some processes related to a fractional Brownian motion” TE Duncan, H Fink Statistics & Probability Letters 81 (8), 1336-1337, 2011 | 5 | 2011 |
| Are Issuer Margins Fairly Stated? Evidence from the Issuer Estimated Value for Retail Structured Products J Bauer, H Fink, E Stoller Forecasting 2 (4), 387-409, 2020 | 4 | 2020 |
| Are gross margins of structured products priced in a market-consistent way? Evidence from the new issuer estimated value J Bauer, H Fink, E Stoller Working Paper, 2016 | 3 | 2016 |
| CDS pricing with long memory via fractional Lévy processes H Fink, C Scherr Journal of Financial Engineering 1 (04), 1450030, 2014 | 3 | 2014 |
| An Arbitrage-Free Real-World Model for Fractional Option Prices H Fink The Journal of Derivatives, 2021 | 1 | 2021 |
| Portfolio Optimization with Optimal Expected Utility Risk Measures H Fink, S Geissel, J Herbinger, FT Seifried Available at SSRN 3412529, 2019 | 1 | 2019 |
Claudia CzadoAssociate Professor for Applied Mathematical StatisticsE-mail megerősítve itt: ma.tum.de
