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Rainer Alexander Schuessler
Rainer Alexander Schuessler
Juniorprofessor, Universität Rostock
Verified email at uni-rostock.de - Homepage
Title
Cited by
Cited by
Year
Forecasting exchange rates under parameter and model uncertainty
J Beckmann, R Schüssler
Journal of International Money and Finance 60, 267-288, 2016
792016
Forecasting the equity premium: mind the news!
P Adämmer, RA Schüssler
Review of Finance 24 (6), 1313-1355, 2020
342020
Exchange rate predictability and dynamic Bayesian learning
J Beckmann, G Koop, D Korobilis, RA Schüssler
Journal of Applied Econometrics 35 (4), 410-421, 2020
342020
Cross-country uncertainty spillovers: Evidence from international survey data
J Beckmann, SN Davidson, G Koop, R Schüssler
Journal of International Money and Finance 130, 102760, 2023
72023
Constructing minimum-width confidence bands
R Schüssler, M Trede
Economics letters 145, 182-185, 2016
42016
Forecasting equity premia using bayesian dynamic model averaging
J Beckmann, R Schüssler
CQE Working Papers, 2014
42014
Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?
P Adämmer, J Prüser, R Schüssler
arXiv preprint arXiv:2302.13999, 2023
12023
A Comprehensive Dynamic Bayesian Model Combination Approach to Forecasting Equity Premia
J Beckmann, RA Schüssler
Available at SSRN 2502356, 2015
12015
Forecasting exchange rates under model and parameter uncertainty
J Beckmann, R Schüssler
Center for Quantitative Economics, Münster, 2014
12014
Package ‘hdflex’
S Lehmann, P Adämmer, R Schüssler
2024
Economic Time Series Predictions and the Illusion of Support Recovery
P Adämmer, RA Schüssler
Available at SSRN 4019646, 2023
2023
Local Predictability in High Dimensions
P Adämmer, S Lehmann, RA Schüssler
Available at SSRN 4342487, 2023
2023
Ensembles of Portfolio Rules
F Nardari, RA Schüssler
Available at SSRN 4217088, 2023
2023
Online appendix to “Exchange rate predictability and dynamic Bayesian learning”
J Beckmann, G Koop, D Korobilis, RA Schüssler
2020
The fundamental theorems of asset pricing and the closed-end fund puzzle
G Frahm, A Jonen, R Schüssler
International Journal of Theoretical and Applied Finance 22 (05), 1950025, 2019
2019
Robust Dynamic Portfolio Choice Based on Out-Of-Sample Performance
RA Schüssler
Available at SSRN 3434092, 2019
2019
Dynamic Optimization of Asset Allocation Strategies under Downside Risk Control: An Application to Futures Markets
RA Schüssler
Available at SSRN 2502383, 2016
2016
Constructing optimal pathwise confidence bands using mixed-integer optimization
RA Schüssler, MM Trede
Available at SSRN 2701320, 2015
2015
Essays on Model Combination and Optimal Portfolio Choice
R Schüssler
2014
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