Defend, M.; Min, A.; Portelli, L.; Ramsauer, F.; Sandrini, F. & Zagst, R.
Quantifying Drivers of Forecasted Returns Using Approximate Dynamic Factor Models for Mixed-Frequency Panel Data
Forecasting
2021
3
56-90

Ramsauer, F.; Min, A.; Lingauer, M.
Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
Econometrics
2019

Ivanov, E.; Min, A.; Ramsauer, F.
Copula-Based Factor Models for Multivariate Asset Returns
Econometrics
2017

Escobar, M.; Krayzler, M.; Ramsauer, F.; Saunders, D.; Zagst, R.
Incorporation of stochastic policyholder behaviour in analytical pricing of GMABs and GMDBs
Risks
2016
4
4
1-36

Hauptmann, J.; Hoppenkamps, A.; Min, A.; Ramsauer, F.; Zagst, R.
Forecasting market turbulences using regime-switching models
Financial Markets and Portfolio Management
2014
28
2
139-164