Walter Krämer

Introduction to statistical time series: Wayne A. Fuller (1996): (2nd edition). Wiley, ISBN 0-471-55239-9, pp. 736, [pound sign] 55.00

Walter Krämer, W. Krämer, 1996 .

Review of Modern applied statistics with S, 4th ed. by W.N. Venables and B.D. Ripley. Springer-Verlag 2002

Walter Krämer, W. Krämer, 2003 .

A simple and focused backtest of value at risk

Dominik Wied, Walter Krämer, 2015 .