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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial markets"
~isPartOf:"The journal of wealth management : JWM"
~language:"eng"
~person:"Prokopczuk, Marcel"
~person:"Subrahmanyam, Marti G."
~subject:"Risikoprämie"
~type_genre:"Article in journal"
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Prokopczuk, Marcel
Subrahmanyam, Marti G.
Uhrig-Homburg, Marliese
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Poncet, Patrice
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Journal of banking & finance
Journal of financial markets
The journal of wealth management : JWM
Journal of international money and finance
2
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1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of monetary economics
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ECONIS (ZBW)
5
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1
Testing factor models in the cross-section
Hollstein, Fabian
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013538943
Saved in:
2
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:
3
Jump and variance risk premia in the S&P 500
Neumann, Maximilian
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
69
(
2016
),
pp. 72-83
Persistent link: https://www.econbiz.de/10011635040
Saved in:
4
The importance of the volatility risk premium for volatility forecasting
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of banking & finance
40
(
2014
),
pp. 303-320
Persistent link: https://www.econbiz.de/10010402181
Saved in:
5
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
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