Roland Füss

发表

The Predictive Power of Anisotropic Spatial Correlation Modeling in Housing Prices

Bing Zhu, Roland Füss, Nico B. Rottke, 2011 .

Venture Capital Cycles: Empirical Evidence from the USA

Roland Füss, Alexandra A. Nowak, 2006 .

VaR Performance Criterion (VPC): A Performance Measure for Evaluating Value-at-Risk Models

Roland Füss, Zeno Adams, 2009 .

Diversifying Estimation Errors: An Efficient Averaging Rule for Portfolio Optimization

Roland Füss, Christian Koeppel, Felix Miebs, 2021, SSRN Electronic Journal.

Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach

Roland Füss, Zeno Adams, Roland Füss, 2012, Journal of Financial and Quantitative Analysis.

Value at risk, GARCH modelling and the forecasting of hedge fund return volatility

Roland Füss, Dieter G. Kaiser, Zeno Adams, 2007 .

Electricity Derivatives Pricing with Forward-Looking Information

Marcel Prokopczuk, Roland Füss, Roland Füss, 2015 .

From Rising Stars and Falling Angels: On the Relationship Between the Performance and Ratings of German Mutual Funds

Roland Füss, Roland Füss, Julia Hille, 2010, The Journal of Wealth Management.

Testing the Predictability and Efficiency of Securitized Real Estate Markets

Roland Füss, Roland Füss, Felix Schindler, 2010 .