Kontakt
E-Mail:
henry.port@stat.uni-muenchen.de
Weitere Informationen
Publikationen:
- Fink, Holger, Andreas Fuest, and Henry Port. "The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates". Risks 6.3 (2018): 84. [Link]
Working Papers:
- Fink, Holger, Henry Port, Georg Schlüchtermann. "Free CIR Processes". arXiv-preprint. [Link]