P. Schneider

发表

Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework

Markus Schwaiger, Manfred Frühwirth, P. Schneider, 2015 .

Jumps and Recovery Rates Inferred from Corporate CDS Premia

Leopold Sögner, Tanja Veža, P. Schneider, 2007 .

Constrained Polynomial Likelihood

Paul Schneider, Caio Almeida, P. Schneider, 2019, SSRN Electronic Journal.

Divergence and the Price of Uncertainty*

Paul Schneider, F. Trojani, P. Schneider, 2018, Journal of Financial Econometrics.

Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions

Leopold Sögner, P. Schneider, M. Frühwirth, 2005, OR.

Low Risk Anomalies?

J. Zechner, C. Wagner, P. Schneider, 2016, Journal of Finance.

The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk

Paul Schneider, Leopold Sögner, Tanja Veža, 2009, Journal of Financial and Quantitative Analysis.

On the Nature of (Jump) Skewness Risk Premia

F. Trojani, P. Schneider, Piotr Orłowski, 2019, Manag. Sci..

An Anatomy of the Market Return

Paul Schneider, P. Schneider, 2018, Journal of Financial Economics.

An Anatomy of the Equity Premium

Paul Schneider, P. Schneider, 2017 .

Fear Trading

F. Trojani, P. Schneider, 2015 .

Low Risk Anomalies ? August 2015

J. Zechner, C. Wagner, P. Schneider, 2015 .

GENERALIZED RISK PREMIA – THE ECONOMIC VALUE OF PREDICTABILITY

P. Sørensen, A. Neuberger, F. Trojani, 2013 .

Generalized Risk Premia

Paul Schneider, Paul Schneider, P. Schneider, 2012 .

Understanding Risk Premia in Index Option Prices ∗

R. Kozhan, A. Neuberger, P. Schneider, 2010 .

Empirical Asset Pricing with Nonlinear Risk Premia

A. Mijatović, P. Schneider, 2009, 0911.0928.

A Theory of Scenario Generation

Paul Schneider, P. Schneider, 2019, SSRN Electronic Journal.

Does it Pay to Be an Optimist

P. Schneider, 2019 .

Option trading under uncertainty

P. Schneider, 2019 .

Theoretical and Empirical Properties of Foreign Exchange Risk Premia

Lucio Sarno, C. Wagner, L. Sarno, 2009 .

Properties of Foreign Exchange Risk Premiums

Paul Schneider, Lucio Sarno, Paul Schneider, 2011 .

Properties of Foreign Exchange Risk Premia

Paul Schneider, Lucio Sarno, C. Wagner, 2010 .

The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market

Paul Schneider, Leopold Sögner, Manfred Frühwirth, 2006 .

The Amin / Bodurtha Framework For Interest Rate And Exchange Rate Derivatives-Implementation and Application

Paul Schneider, Markus Schwaiger, Manfred Frühwirth, 2003 .

Bayesian inference for discretely sampled Markov processes with closed-form likelihood expansions

Paul Schneider, Matthew A. Bognar, Osnat Stramer, 2010 .

Density Approximations for Multivariate Affine Jump-Diffusion Processes

Damir Filipovi'c, E. Mayerhofer, Paul Schneider, 2011, 1104.5326.

Divergence and the Price of Uncertainty

Paul Schneider, F. Trojani, P. Schneider, 2015 .

Constrained Polynomial Likelihood

Caio Almeida, P. Schneider, 2019, SSRN Electronic Journal.

Mispricing and Uncertainty in International Markets

P. Schneider, Mirela Sandulescu, 2020, SSRN Electronic Journal.

International Mispricing and Arbitrage Premia *

P. Schneider, Mirela Sandulescu, 2022 .

Dispersion of Beliefs Bounds: Sentimental Recovery

G. Vilkov, P. Schneider, Altan Pazarbasi, 2019, SSRN Electronic Journal.

The Economic Value of Predicting Bond Risk Premia

Lucio Sarno, C. Wagner, P. Schneider, 2014 .

Pricing options with Green's functions when volatility, interest rate and barriers depend on time

Paul Schneider, G. Dorfleitner, K. Hawlitschek, 2008 .

Globally Optimal Parameter Estimates for Non-Linear Diffusions

Aleksandar Mijatovi'c, A. Mijatović, Paul Schneider, 2008, 0905.3321.

(Almost) Model‐Free Recovery

F. Trojani, P. Schneider, 2018, The Journal of Finance.

Flexing the default barrier

Gregor Dorfleitner, Paul Schneider, Tanja Veža, 2008 .

Approximations of Transition Densities for Nonlinear Multivariate Diffusions with an Application to Dynamic Term Structure Models

Paul Schneider, P. Schneider, 2006 .

The Skew Risk Premium in the Equity Index Market

Roman Kozhan, Paul Schneider, R. Kozhan, 2012 .

Asset Pricing in Continuous Time

P. Schneider, 2013 .

Modelling International Bond Markets with Affine Term Structure Models

P. Schneider, Georg Mosburger, 2005 .

(Almost) Model-Free Recovery

Fabio Trojani, Paul Schneider, F. Trojani, 2018 .

Low Risk Anomalies?

Paul Schneider, J. Zechner, C. Wagner, 2016, Journal of Finance.