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Curriculum vitae Publications Conferences home	Curriculum vitae Download of currucilum vitae. To top Publications Bernhard Pfaff, Modelling Financial Risks, 2010, Frankfurt: Frankfurter Allgemeine Buch. 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. To top Conferences R/Finance 2010: Applied Finance with R, 16th - 17th April 2010, Chicago, IL, USA, Keynote: Risk Modeling with R. 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. To top

About me

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Curriculum vitae
Publications
Conferences

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Curriculum vitae

Bernhard Pfaff Download of currucilum vitae.

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Publications

Bernhard Pfaff, Modelling Financial Risks, 2010, Frankfurt: Frankfurter Allgemeine Buch.

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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Conferences

R/Finance 2010: Applied Finance with R, 16th - 17th April 2010, Chicago, IL, USA, Keynote: Risk Modeling with R.
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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