 | Up a level |
Number of items: 3.
Hollstein, F, Prokopczuk, M and Wese Simen, C 
ORCID: 0000-0003-4119-3024
(2019)
Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section.
Journal of Financial Markets, 44.
pp. 91-118.
Prokopczuk, M and Wese, Simen C
(2014)
The Importance of the Volatility Risk Premium for Volatility Forecasting.
Journal of Banking and Finance, 40 (1).
pp. 303-320.
Prokopczuk, M, Symeonidis, Lazaros and Simen, Chardin Wese
(2017)
Variance Risk in Commodity Markets.
Journal of Banking and Finance, 81 (C).
pp. 136-149.