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Entries of Ferstl, Robert on the publication server
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Number of items: 8.
2021
Sigmund, Michael and Ferstl, Robert
(2021)
Panel vector autoregression in R with the package panelvar.
The Quarterly Review of Economics and Finance 80, pp. 693-720.
Fulltext not available.
2012
Ferstl, Robert, Utz, Sebastian and Wimmer, Maximilian
(2012)
The effect of the Japan 2011 disaster on nuclear and alternative energy stocks worldwide: An event study.
Business Research (BuR) 5 (1), pp. 25-41.
Fulltext restricted.
2011
Ferstl, Robert and Weissensteiner, Alex
(2011)
Asset-liability management under time-varying investment opportunities.
Journal of Banking & Finance 35 (1), pp. 182-192.
Fulltext not available.
2010
Ferstl, Robert and Hayden, Josef
(2010)
Zero Coupon Yield Curve Estimation with the Package termstrc.
Journal of Statistical Software 36 (1), pp. 1-34.
Fulltext not available.
Buehler, Stefan, Burger, Anton and Ferstl, Robert
(2010)
The Investment Effects of Price Caps Under Imperfect Competition: A Note.
Economics Letters 106 (2), pp. 92-94.
Fulltext not available.
Ferstl, Robert and Weissensteiner, Alex
(2010)
Back Testing Short-Term Treasury Management Strategies Based on Multi-stage Stochastic Programming.
Journal of Asset Management 11 (2/3), pp. 94-112.
Fulltext not available.
Ferstl, Robert and Weissensteiner, Alex
(2010)
Cash Management using Multi-Stage Stochastic Programming.
Quantitative Finance 10 (2), pp. 209-219.
Fulltext not available.
2007
Ferstl, Robert
(2007)
Spatial Filtering with EViews and MATLAB.
Austrian Journal of Statistics 36 (1), pp. 17-26.
Fulltext not available.
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