CESifo Research Network Affiliate
Benjamin R. Auer
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Friedrich Schiller University Jena
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Faculty of Economics and Business Administration - Chair of Finance
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Carl-Zeiß-Straße 3, 07743, Jena, Germany
- WWW
- Website
Affiliated Research Network Area
CESifo Working Papers
Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?
Benjamin R. Auer, Horst Rottmann
CESifo, Munich, 2018
CESifo Working Paper No. 7204
CESifo, Munich, 2018
CESifo Working Paper No. 7204
How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?
Benjamin R. Auer, Benjamin Mögel
CESifo, Munich, 2016
CESifo Working Paper No. 6288
CESifo, Munich, 2016
CESifo Working Paper No. 6288
Is there a Friday the 13th Effect in Emerging Asian Stock Markets?
Benjamin R. Auer, Horst Rottmann
CESifo, Munich, 2013
CESifo Working Paper No. 4409
CESifo, Munich, 2013
CESifo Working Paper No. 4409