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The importance of the volatili...
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Volatility
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Prokopczuk, Marcel
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PROKOPCZUK, MARCEL
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ECONIS (ZBW)
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Other ZBW resources
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The dynamics of commodity return comovements
Prokopczuk, Marcel
;
Wese Simen, Chardin
;
Wichmann, Robert
- In:
Journal of Futures Markets
41
(
2021
)
10
,
pp. 1597-1617
Persistent link: https://www.econbiz.de/10012632613
Saved in:
2
The term structure of systematic and idiosyncratic risk
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of Futures Markets
(
2018
)
Persistent link: https://www.econbiz.de/10012082177
Saved in:
3
Variance risk in commodity markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
Journal of banking & finance
81
(
2017
),
pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
Saved in:
4
Estimating beta : forecast adjustments and the impact of stock characteristics for a broad cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of financial markets
44
(
2019
),
pp. 91-118
Persistent link: https://www.econbiz.de/10012317421
Saved in:
5
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:
6
The conditional capital asset pricing model revisited : evidence from high-frequency betas
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2474-2494
Persistent link: https://www.econbiz.de/10012254406
Saved in:
7
Curve momentum
Paschke, Raphael
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
Saved in:
8
Beta uncertainty
Hollstein, Fabian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012489243
Saved in:
9
The natural gas announcement day puzzle
Prokopczuk, Marcel
;
Wese Simen, Chardin
;
Wichmann, Robert
- In:
The energy journal
42
(
2021
)
2
,
pp. 91-111
Persistent link: https://www.econbiz.de/10012605444
Saved in:
10
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
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