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Hollstein, Fabian, Prokopczuk, Marcel and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2020) Beta Uncertainty. Journal of Banking and Finance, 116. p. 105834.

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, 66 (6). pp. 2291-2799.

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. p. 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). pp. 758-792.

Prokopczuk, Marcel, Wese Simen, Chardin ORCID: 0000-0003-4119-3024 and Wichmann, Robert (2020) The Dynamics of Commodity Return Comovements. SSRN Electronic Journal.

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). pp. 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. p. 100504.

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. pp. 244-259.

Avino, DE ORCID: 0000-0002-5314-2067, Stancu, Andrei and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2021) The Predictive Power of the Dividend Risk Premium. Journal of Financial and Quantitative Analysis, 56 (8). pp. 2843-2869.

Hoepner, Andreas GF, McMillan, David, Vivian, Andrew and Wese Simen, Chardin ORCID: 0000-0003-4119-3024 (2021) Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective. EUROPEAN JOURNAL OF FINANCE, 27 (1-2). pp. 1-7.

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

Prokopczuk, Marcel, Wese Simen, Chardin ORCID: 0000-0003-4119-3024 and Wichmann, Robert (2021) The dynamics of commodity return comovements. JOURNAL OF FUTURES MARKETS, 41 (10). pp. 1597-1617.

Prokopczuk, Marcel and Wese Simen, Chardin (2014) The importance of the volatility risk premium for volatility forecasting. pp. 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. pp. 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). pp. 435-460.