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Dr. Markus Höchstötter

externer Mitarbeiter, ehem.Akadem.Rat
Sprechstunden: 

nach Vereinbarung per E-Mail


Raum: 209
Tel.: +49 721 608-42042
Fax: +49 721 608-43811
markus hoechstoetterMmb0∂partner kit edu

(Postdoctoral Researcher)



Vorlesungen und Seminare
Titel Semester Typ
WS 2015/ 2016 Seminar


Conferences/Tagungen
Titel Tagung Autoren Referent

20th Conference of the International Federation of Operational Research Societies, IFORS, Barcelona, 2014. 

Markus Hoechstoetter, Mher Safarian 

Mher Safarian 

13th Industrial Conference on Data Mining ICDM 2013

C. Bozic, M. Höchstötter, A. Nazemi, S.T. Rachev

SIAM Conference on Financial Mathematics and Engineering (FM12)

M. Höchstötter, A. Nazemi, and S.T. Rachev

Nazemi

Credit Scoring and Credit Control XII conference 2011

Markus Höchstötter, Abdolreza Nazemi, Svetlozar T. Rachev

Abdolreza Nazemi

International Conference on Credit Analysis and Risk Management 2011

Markus Höchstötter, Abdolreza Nazemi, and Svetlozar T. Rachev



Master-Arbeiten
Titel


Seminar- und Studienarbeiten
Titel


Selected Articles (Refereed Journals)

  • International Stock Market Comovement and News, with Ryan Riordan and Andreas Storkenmaier (Journal of Financial Research, 2015)
  • Multi-Tail Elliptical Distributions, with S. Kring, S.T. Rachev, F. Fabozzi(The Econometrics Journal)
  • Price Calibration and Hedging of Correlation Dependent Credit Derivatives using a Structural Model with alpha-Stable Distributions, with J. Papenbrock, S.T. Rachev, F. Fabozzi (Applied Financial Economics)
  • Estimation of Alpha-Stable Sub-Gaussian Distributions for Asset Returns, with S. Kring, S. T. Rachev, F. Fabozzi, 2009, in Risk Assessment, Bol, G. et al, Physica-Verlag
  • Distributional Analysis of the Stocks Comprising the DAX 30, with S.Rachev, F.J.Fabozzi, 2005 (Probability and Mathematical Statistics)
  • Analysis of Loss Given Default, with A. Nazemi (Investment Management and Financial Innovations)

 

Peer Reviewer

- Journal of Empirical Finance

Handbooks

                     Probability and Statistics for Finance

 

 

 

Monographien

Technical Reports