Dr. Markus Höchstötter

  • (Postdoctoral Researcher)

Vorlesungen und Seminare
Titel Semester Typ
WS 2015/ 2016 Seminar
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


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

Selected Articles (Refereed Journals)

  • Epidemiological Spreading Of Mortgage Default, with Jochen Schweikert, 2017 (International Journal of Housing Markets and Analysis - Earlycite)
  • 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


                     Probability and Statistics for Finance