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~type_genre:"Aufsatz in Zeitschrift"
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Commodity derivative
17
Rohstoffderivat
17
Theorie
15
Theory
15
Volatility
15
Volatilität
15
Estimation
14
Schätzung
14
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Aufsatz in Zeitschrift
Article in journal
54
Working Paper
40
Graue Literatur
31
Non-commercial literature
31
Arbeitspapier
28
Collection of articles of several authors
3
Hochschulschrift
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Sammelwerk
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Aufsatz im Buch
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Aufsatzsammlung
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Prokopczuk, Marcel
54
Hollstein, Fabian
16
Wese Simen, Chardin
15
Symeonidis, Lazaros
5
Nguyen, Duc Binh Benno
4
Paschke, Raphael
4
Back, Janis
3
Brooks, Chris
3
Tharann, Björn
3
Arismendi Zambrano, Juan Carlos
2
Dang, Thuy Duong
2
Lauter, Tobias
2
Mahringer, Steffen
2
Roncoroni, Andrea
2
Ronn, Ehud I.
2
Rudolf, Markus
2
Sibbertsen, Philipp
2
Trück, Stefan
2
Vonhoff, Volker
2
Weber, Michael
2
Wichmann, Robert
2
Wu, Yingying
2
Alexander, Carol
1
Ammann, Manuel
1
Becker, Janis
1
D'Acunto, Francesco
1
Diewald, Laszlo
1
Fanone, Enzo
1
Füss, Roland
1
Gamba, Andrea
1
Kang, Boda
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Lazar, Emese
1
Mörke, Mathis
1
Neumann, Maximilian
1
Nikitopoulos, Christina Sklibosios
1
Račev, Svetlozar T.
1
Schindlmayr, Gero
1
Siewert, Jan B.
1
Stancu, Andrei
1
Sumawong, Anannit
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Journal of banking & finance
15
Energy economics
6
The journal of futures markets
5
Journal of international money and finance
3
Journal of empirical finance
2
Journal of financial markets
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The European journal of finance
2
Applied financial economics
1
Applied mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic modelling
1
International journal of theoretical and applied finance
1
Journal of commodity markets
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Review of asset pricing studies
1
Review of asset pricing studies : RAPS
1
The Quarterly Journal of Finance : QJF
1
The energy journal
1
The journal of fixed income
1
The journal of wealth management : JWM
1
The quarterly journal of finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies : RES
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ECONIS (ZBW)
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1
Pricing and hedging in the freight futures market
Prokopczuk, Marcel
- In:
The journal of futures markets
31
(
2011
)
5
,
pp. 440-464
Persistent link: https://www.econbiz.de/10009009224
Saved in:
2
Intra-industry contagion effects of earnings surprises in the banking sector
Prokopczuk, Marcel
- In:
Applied financial economics
20
(
2010
)
19/21
,
pp. 1601-1613
Persistent link: https://www.econbiz.de/10009011580
Saved in:
3
Optimal portfolio choice in the presence of domestic systemic risk : empirical evidence from stock markets
Prokopczuk, Marcel
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 141-168
Persistent link: https://www.econbiz.de/10009375091
Saved in:
4
The risk premium of gold
Nguyen, Duc Binh Benno
;
Prokopczuk, Marcel
;
Wese Simen, …
- In:
Journal of international money and finance
94
(
2019
),
pp. 140-159
Persistent link: https://www.econbiz.de/10012135152
Saved in:
5
International tail risk and world fear
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of international money and finance
93
(
2019
),
pp. 244-259
Persistent link: https://www.econbiz.de/10012138644
Saved in:
6
How aggregate volatility-of-volatility affects stock returns
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 253-292
Persistent link: https://www.econbiz.de/10012002205
Saved in:
7
A moment-based analytic approximation of the risk-neutral density of American options
Arismendi Zambrano, Juan Carlos
;
Prokopczuk, Marcel
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 409-444
Persistent link: https://www.econbiz.de/10011704266
Saved in:
8
Historical antisemitism, ethnic specialization, and financial development
D'Acunto, Francesco
;
Prokopczuk, Marcel
;
Weber, Michael
- In:
The review of economic studies : RES
86
(
2019
)
3
,
pp. 1170-1206
Persistent link: https://www.econbiz.de/10012110733
Saved in:
9
Booms and busts in commodity markets : bubbles or fundamentals?
Brooks, Chris
;
Prokopczuk, Marcel
;
Wu, Yingying
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 916-938
Persistent link: https://www.econbiz.de/10011392701
Saved in:
10
Estimating beta
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1437-1466
Persistent link: https://www.econbiz.de/10011610446
Saved in:
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