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Number of items: 6.


Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2020) Beta Uncertainty. Journal of Banking and Finance.


Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2020) The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas. Management Science.


Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2020) The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas. Management Science.


Hollstein, Fabian, Nguyen, Duc Binh Benno, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2019) International tail risk and World Fear. Journal of International Money and Finance, 93. 244 - 259.


Hollstein, Fabian and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2020) Variance Risk: A Bird's Eye View. Journal of Econometrics, 215 (2). 517 - 535.


Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2019) The term structure of systematic and idiosyncratic risk. JOURNAL OF FUTURES MARKETS, 39 (4). 435 - 460.

This list was generated on Sat May 23 07:42:52 2020 BST.