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Hollstein, Fabian [Author] ; Wese Simen, Chardin [Other]

Variance Risk : A Bird's Eye View

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[S.l.]: SSRN, [2019]
Prokopczuk, Marcel [Author] ; Wese Simen, Chardin [Other]

What Makes the Market Jump?

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[S.l.]: SSRN, [2018]
Prokopczuk, Marcel [Author] ; Wese Simen, Chardin [Other]

The Importance of the Volatility Risk Premium for Volatility Forecasting

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[S.l.]: SSRN, [2014]
Hollstein, Fabian [Author] ; Prokopczuk, Marcel [Other]; Wese Simen, Chardin [Other]

Beta Uncertainty

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[S.l.]: SSRN, [2020]
Hollstein, Fabian [Author] ; Prokopczuk, Marcel [Other]; Wese Simen, Chardin [Other]

The Conditional Capital Asset Pricing Model Revisited : Evidence from High-Frequency Betas

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[S.l.]: SSRN, [2019]
Prokopczuk, Marcel [Author] ; Symeonidis, Lazaros [Other]; Wese Simen, Chardin [Other]

Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets

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[S.l.]: SSRN, [2019]
Prokopczuk, Marcel [Author] ; Wese Simen, Chardin [Other]; Wichmann, Robert [Other]

The Dynamics of Commodity Return Comovements

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[S.l.]: SSRN, [2020]
Hollstein, Fabian [Author] ; Prokopczuk, Marcel [Other]; Wese Simen, Chardin [Other]

Estimating Beta : Forecast Adjustments and the Impact of Stock Characteristics for a Broad Cross-Section

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[S.l.]: SSRN, [2019]
Neumann, Maximilian [Author] ; Prokopczuk, Marcel [Other]; Wese Simen, Chardin [Other]

Jump and Variance Risk Premia in the S&P 500

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[S.l.]: SSRN, [2019]
Prokopczuk, Marcel [Author] ; Wese Simen, Chardin [Other]; Wichmann, Robert [Other]

The Natural Gas Announcement Day Puzzle

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[S.l.]: SSRN, [2020]
Avino, Davide E. [Author] ; Stancu, Andrei [Other]; Wese Simen, Chardin [Other]

The Predictive Power of the Dividend Risk Premium

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[S.l.]: SSRN, [2019]
Nguyen, Duc Binh Benno [Author] ; Prokopczuk, Marcel [Other]; Wese Simen, Chardin [Other]

The Risk Premium of Gold

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[S.l.]: SSRN, [2019]
Hollstein, Fabian [Author] ; Prokopczuk, Marcel [Other]; Wese Simen, Chardin [Other]

The Term Structure of Systematic and Idiosyncratic Risk

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[S.l.]: SSRN, [2019]
Diewald, Laszlo [Author] ; Prokopczuk, Marcel [Other]; Wese Simen, Chardin [Other]

Time-Variations in Commodity Price Jumps

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[S.l.]: SSRN, [2019]
Prokopczuk, Marcel [Author] ; Symeonidis, Lazaros [Other]; Wese Simen, Chardin [Other]

Variance Risk in Commodity Markets

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[S.l.]: SSRN, [2019]
Hollstein, Fabian [Author]; Wese Simen, Chardin [Author]

The Index Effect : Evidence from the Option Market

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[S.l.]: SSRN, [2021]
Oikonomou, Ioannis [Author] ; Stancu, Andrei [Other]; Symeonidis, Lazaros [Other]; Wese Simen, Chardin [Other]

The Information Content of Short-Term Options

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[S.l.]: SSRN, [2019]
Hollstein, Fabian [Author] ; Prokopczuk, Marcel [Other]; Tharann, Björn [Other]; Wese Simen, Chardin [Other]

Predictability in Commodity Markets : Evidence from More Than a Century

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[S.l.]: SSRN, [2020]
Hollstein, Fabian [Author] ; Prokopczuk, Marcel [Other]; Tharann, Björn [Other]; Wese Simen, Chardin [Other]

Predicting the Equity Market with Option-Implied Variables

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[S.l.]: SSRN, [2019]
Hollstein, Fabian [Author] ; Prokopczuk, Marcel [Other]; Tharann, Björn [Other]; Wese Simen, Chardin [Other]

Predicting the Equity Premium around the Globe : Comprehensive Evidence from a Large Sample

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[S.l.]: SSRN, [2020]

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