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Grammig, Joachim [Author] ; Sönksen, Jantje [Other]

Consumption-Based Asset Pricing with Rare Disaster Risk - A Simulated Method of Moments Approach

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[S.l.]: SSRN, [2018]
Sönksen, Jantje [Author]

Empirical Asset Pricing with Multi-Period Disasters and Partial Government Defaults

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[S.l.]: SSRN, [2017]
Sönksen, Jantje [Author] ; Eberhard Karls Universität Tübingen

Rare disaster risk and asset prices : theoretical considerations, econometric methodology, and empirical analyses

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Tübingen, 2017
Sönksen, Jantje [Author]

The Taming of the Two - Simulation-Based Asset Pricing with Multi-Period Disasters and Two Consumption Goods

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[S.l.]: SSRN, [2018]
Sönksen, Jantje [Author]; Grammig, Joachim [Author]

Empirical asset pricing with multi-period disaster risk : a simulation-based approach

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Cologne: Centre for Financial Research, [2020]

Published in: Centre for Financial Research: Working paper ; 2014,6
Sönksen, Jantje [Author]; Grammig, Joachim [Author]

Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach

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Cologne: University of Cologne, Centre for Financial Research (CFR), 2020
Grammig, Joachim [Author]; Sönksen, Jantje [Author]

Consumption-based asset pricing with rare disaster risk

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Frankfurt, Main: Center for Financial Studies, 2014

Published in: Center for Financial Studies: CFS working paper series ; 2014480
Grammig, Joachim [Author]; Sönksen, Jantje [Author]

Consumption-based asset pricing with rare disaster risk : a simulated method of moments approach ; conference paper

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[Kiel; Hamburg]: ZBW, 2014

Published in: Verein für Socialpolitik: Jahrestagung des Vereins für Socialpolitik 2014 ; C,12,2.2014
Grammig, Joachim [Author]; Sönksen, Jantje [Author]

Consumption-based asset pricing with rare disaster risk

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Frankfurt a. M.: Goethe University Frankfurt, Center for Financial Studies (CFS), 2014
Grammig, Joachim [Author]; Sönksen, Jantje [Author]

Consumption-Based Asset Pricing with Rare Disaster Risk: A Simulated Method of Moments Approach

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Kiel und Hamburg: ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften, Leibniz-Informationszentrum Wirtschaft, 2014
Grammig, Joachim [Author] ; Hanenberg, Constantin [Other]; Schlag, Christian [Other]; Sönksen, Jantje [Other]

Diverging Roads : Theory-Based vs. Machine Learning-Implied Stock Risk Premia

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[S.l.]: SSRN, [2020]
Dimpfl, Thomas [Author]; Sönksen, Jantje [Author]; Bechmann, Ingo [Author]; Grammig, Joachim [Author]

Estimating the SARS-CoV-2 infection fatality rate by data combination : the case of Germany's first wave

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2022

Published in: The econometrics journal ; 25(2022), 2 vom: Mai, Seite 515-530
Dimpfl, Thomas [Author]; Sönksen, Jantje [Author]; Bechmann, Ingo [Author]; Grammig, Joachim [Author]

Estimation of the SARS-CoV-2 Infection Fatality Rate in Germany

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[S.l.]: SSRN, [2021]
Grammig, Joachim [Author]; Hanenberg, Constantin [Author]; Schlag, Christian [Author]; Sönksen, Jantje [Author]

Diverging roads: theory-based vs. machine learning-implied stock risk premia

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Tübingen: Universitätsbibliothek Tübingen, February 12, 2020

Published in: University of Tübingen working papers in business and economics ; 130
Grammig, Joachim [Author]; Hanenberg, Constantin [Author]; Schlag, Christian [Author]; Sönksen, Jantje [Author]

Diverging roads: Theory-based vs. machine learning-implied stock risk premia

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Tübingen: University of Tübingen, Faculty of Economics and Social Sciences, 2020
Sönksen, Jantje [Author] ; Grammig, Joachim [Degree supervisor]

Rare Disaster Risk and Asset Prices : Theoretical Considerations, Econometric Methodology, and Empirical Analyses

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Tübingen: Universitätsbibliothek Tübingen, 2017
Grammig, Joachim; Sönksen, Jantje

Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach

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Elsevier BV, 2019

Published in: SSRN Electronic Journal (2019)
Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian; Sönksen, Jantje

Testing the Conditional CAPM using Cross-sectional Regressions: A Multi-task Learning Approach

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Elsevier BV, 2024

Published in: SSRN Electronic Journal (2024)
Dimpfl, Thomas; Sönksen, Jantje; Bechmann, Ingo; Grammig, Joachim

Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave

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Oxford University Press (OUP), 2022

Published in: The Econometrics Journal, 25 (2022) 2, Seite 515-530
Dimpfl, Thomas; Sönksen, Jantje; Bechmann, Ingo; Grammig, Joachim

Estimation of the SARS-CoV-2 Infection Fatality Rate in Germany

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Elsevier BV, 2021

Published in: SSRN Electronic Journal (2021)

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