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Number of items: 15.


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.


Paschke, Raphael, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2020) Curve momentum. Journal of Banking & Finance, 113. 105718 - 105718.


Prokopczuk, Marcel, Symeonidis, Lazaros and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2016) Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets. Journal of Futures Markets, 36 (8). 758 - 792.


Brooks, Chris, Hoepner, Andreas GF, McMillan, David, Vivian, Andrew and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2019) Financial data science: the birth of a new financial research paradigm complementing econometrics? EUROPEAN JOURNAL OF FINANCE, 25 (17). 1627 - 1636.


Oikonomou, Ioannis, Stancu, Andrei, Symeonidis, Lazaros and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2019) The Information Content of Short-Term Options. Journal of Financial Markets, 46.


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.


Neumann, Maximilian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2016) Jump and variance risk premia in the S&P 500. Journal of Banking & Finance, 69. 72 - 83.


Prokopczuk, Marcel, Wese Simen, Chardin ORCID: 0000-0003-4119-3024 and Wichmann, Robert
(2020) The Natural Gas Announcement Day Puzzle. Energy Journal.


Avino, DE ORCID: 0000-0002-5314-2067, Stancu, Andrei and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2019) The Predictive Power of the Dividend Risk Premium. Journal of Financial and Quantitative Analysis.


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.


Prokopczuk, Marcel and Wese Simen, Chardin
(2014) The importance of the volatility risk premium for volatility forecasting. 303 - 320.


Nguyen, Duc Binh Benno, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024
(2019) The risk premium of gold. Journal of International Money and Finance, 94. 140 - 159.


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 Thu Nov 26 00:39:35 2020 GMT.