Details about Michael Althof
Access statistics for papers by Michael Althof.
Last updated 2021-04-19. Update your information in the RePEc Author Service.
Short-id: pal1051
Working Papers
2021
- FRM Financial Risk Meter for Emerging Markets
IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (2)
Also in Papers, arXiv.org (2021) View citations (2)
2020
- Tail Risk Network Effects in the Cryptocurrency Market during the COVID-19 Crisis
IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (5)
2019
- FRM Financial Risk Meter
IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series" View citations (4)