Rolf Tschernig

16 papers and 313 indexed citations i.

Rolf Tschernig has authored 16 papers that have received a total of 313 indexed citations. This includes 9 papers in Economics and Econometrics, 8 papers in Finance and 7 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (7 papers), Monetary Policy and Economic Impact (7 papers) and Market Dynamics and Volatility (3 papers). Rolf Tschernig is often cited by papers focused on Financial Risk and Volatility Modeling (7 papers), Monetary Policy and Economic Impact (7 papers) and Market Dynamics and Volatility (3 papers) and collaborates with scholars based in Germany, United States and The Netherlands. Rolf Tschernig's co-authors include Lijian Yang, Peter C. Schotman, Enzo Weber, Timo Teräsvirta and Stefan Listl and has published in prestigious journals such as Journal of Econometrics, Journal of the Royal Statistical Society Series B (Statistical Methodology) and Journal of Business and Economic Statistics