Rüdiger Frey
Author
Alternate names R. Frey, R x FC diger Frey, Rudiger Frey, Rüdiger Frey
Institution Vienna University of Economics and Business
Past institutions Vienna University of Economics and Business, University of Rome Tor Vergata, University of Chieti-Pescara, FH Campus Wien, ETH Zurich +5 more
H-index: 25
I10-index: 38
Works count: 98
Citations count: 4,238
Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
2000 · Alexander J. McNeil, Rüdiger Frey · Journal of Empirical Finance
Quantitative risk management: Concepts, techniques and tools: Revised edition
2015 · Alexander J. McNeil, Rüdiger Frey, et al.
Market Volatility and Feedback Effects from Dynamic Hedging
1997 · Rüdiger Frey, Alexander Stremme · Mathematical Finance