Curriculum vitae
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Conferences
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Curriculum vitae
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- Bernhard Pfaff, VAR, SVAR and SVEC Models: Implementation Within R
Package vars, Journal of Statistical Software, 27:4 (2008),
1-32, http://www.jstatsoft.org/v27/i04.
- Bernhard Pfaff, Analysis of Integrated and Co-Integrated
Time Series with R, Second Edition, 2008, New York: Springer.
- Bernhard Pfaff, Clustering Corporate Bonds: A short note on iBoxx,
Diskussionsbeiträge Nr. 03/03, Institut für Allgemeine
Wirtschaftsforschung, Abteilung Empirische Wirtschaftsforschung und
Ökonometrie, Albert-Ludwigs-Universität Freiburg im Breisgau,
2003.
- Bernhard Pfaff, Stabilitätsüberprüfung von
Geldnachfragefunktionen ausgewählter EU-Staaten — Eine
Darstellung und Anwendung der Flexible Kleinste Quadrate Methode,
Schriften zur Monetären Ökonomie, Band 41, Hrsg. Prof. Dr.
Dieter Duwendag, 1998, Baden-Baden: Nomos Verlagsgesellschaft.
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- The 3rd International R/Rmetrics User and Developer Workshop,
28th June-2nd July 2008, Meilisalp, Lake Thune, Switzerland. Talk:
Package Development in R: Implementing GO-GARCH models download.
- useR! 2008: The R User Conference, Dortmund. Tutorial: Analysis of
Integrated and Co-integrated Time Series download.
- The 2nd International R/Rmetrics User and Developer Workshop,
29th June-3rd July 2008, Meilisalp, Lake Thune, Switzerland. Talk:
Tactical Asset Allocation: Putting the Pieces Togetherdownload.
- The 1st International R/Rmetrics User and Developer Workshop,
8-12th July 2007, Meilisalp, Lake Thune, Switzerland. Talk: Analysis
of Integrated and Cointegrated Time Series.
- CFE 2007, Computational and Financial Econometrics, Geneva. Talk:
UseR in the financial sector.
- useR! 2006: The R User Conference, Vienna.
- useR! 2004: The R User Conference, Vienna. Talk: useR! — at an
investment bank?
- DSC 2003, Distributed Statistical Computing: International Workshop,
Vienna.
- EFA 2002, European Finance Association, 29th Annual Meeting of the
European Finance Association, Berlin.
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