Johannes Rauch

Identifiers

• name variant Johannes Rauch 0.60 · backfill

Papers (6)

1. Implementation of GENFIT2 as an experiment independent track-fitting framework physics.data-an · 2019 · author #10
2. The Aggregation Property and its Applications to Realised Higher Moments q-fin.PR · 2017 · author #2
3. Tail Risk Premia for Long-Term Equity Investors q-fin.PR · 2016 · author #1
4. Model-Free Discretisation-Invariant Swap Contracts q-fin.MF · 2016 · author #2
5. GENFIT - a Generic Track-Fitting Toolkit physics.ins-det · 2014 · author #1
6. Model-Free Discretisation-Invariant Swaps and S&P 500 Higher-Moment Risk Premia q-fin.PR · 2014 · author #2

Mentions

• 1410.3698 #1 · backfill · confidence 0.70 Johannes Rauch
• 1404.1351 #2 · backfill · confidence 0.70 Johannes Rauch

Frequent Coauthors

• Carol Alexander 4 shared papers
• Elisabetta Prencipe 1 shared papers
• Felix Metzner 1 shared papers
• James Ritman 1 shared papers
• Lia Lavezzi 1 shared papers
• Markus Prim 1 shared papers
• Nils Braun 1 shared papers
• Stefano Spataro 1 shared papers
• Stephan Paul 1 shared papers
• Tadeas Bilka 1 shared papers
• Thomas Hauth 1 shared papers
• Thomas Kuhr 1 shared papers
• Tobias Schlueter 1 shared papers
• Tobias Schl\"uter 1 shared papers