Barbara R\"udiger

Identifiers

• name variant Barbara R\"udiger 0.60 · backfill

Papers (8)

1. Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices math.PR · 2019 · author #4
2. Exponential ergodicity for stochastic equations of nonnegative processes with jumps math.PR · 2019 · author #4
3. Existence of limiting distribution for affine processes math.PR · 2018 · author #3
4. Moments and ergodicity of the jump-diffusion CIR process math.PR · 2017 · author #3
5. Exponential ergodicity of an affine two-factor model based on the $\alpha$-root process math.PR · 2016 · author #3
6. Exponential ergodicity of the jump-diffusion CIR process math.PR · 2015 · author #2
7. Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion math.PR · 2015 · author #2
8. Measuring and Analysing Marginal Systemic Risk Contribution using CoVaR: A Copula Approach q-fin.RM · 2012 · author #3

Mentions

• 1503.02849 #2 · backfill · confidence 0.70 Barbara R\"udiger
• 1501.03638 #2 · backfill · confidence 0.70 Barbara R\"udiger
• 1210.4713 #3 · backfill · confidence 0.70 Barbara R\"udiger

Frequent Coauthors

• Peng Jin 7 shared papers
• Jonas Kremer 5 shared papers
• Chiraz Trabelsi 2 shared papers
• Martin Friesen 2 shared papers
• Brice Hakwa 1 shared papers
• Manfred J\"ager-Ambro\.zewicz 1 shared papers