Frantz Maurer

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 3

Top Topics

Energy Distribution

Top Venues

Ann. Oper. Res.

Publications

George Tzagkarakis, Frantz Maurer, John P. Nolan
Taming impulsive high-frequency data using optimal sampling periods. Ann. Oper. Res. 333 (1) (2024)
George Tzagkarakis, Frantz Maurer, Thomas Dionysopoulos
Nonparametric Adaptive Value-at-Risk Quantification Based on the Multiscale Energy Distribution of Asset Returns. EUSIPCO (2020)
George Tzagkarakis, Frantz Maurer
An energy-based measure for long-run horizon risk quantification. Ann. Oper. Res. 289 (2) (2020)