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~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial markets"
~language:"eng"
~person:"Ammann, Manuel"
~person:"Prokopczuk, Marcel"
~source:"econis"
~subject:"Schätzung"
~type_genre:"Article in journal"
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Schätzung
Estimation
11
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7
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7
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7
Theory
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Ammann, Manuel
Prokopczuk, Marcel
Wese Simen, Chardin
5
Zaremba, Adam
4
Belke, Ansgar
3
Berkman, Henk
3
Cakici, Nusret
3
Dungey, Mardi H.
3
Füss, Roland
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Guidolin, Massimo
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Guo, Hui
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Hollstein, Fabian
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Kempf, Alexander
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Li, Junye
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Maio, Paulo
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Matousek, Roman
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Min, Byoung-Kyu
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Shaban, Mohamed
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Shaffer, Sherrill
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Assaf, A. Georges
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Baltzer, Markus
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Bansal, Naresh K.
2
Baruník, Jozef
2
Beckmann, Joscha
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Beine, Michel
2
Bianchi, Robert
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Bohl, Martin T.
2
Bremus, Franziska
2
Buch, Claudia M.
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Caporin, Massimiliano
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Chen, Jie
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Chiang, Raymond
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Chou, Pin-huang
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Cici, Gjergji
2
Clare, Andrew D.
2
Cummins, John David
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DeLisle, R. Jared
2
Duygun, Meryem
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Elton, Edwin J.
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Journal of banking & finance
Journal of financial markets
Swiss journal of economics and statistics
3
Annals of finance
1
Applied financial economics
1
Energy economics
1
International journal of theoretical and applied finance
1
Journal of commodity markets
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
Journal of investment management : JOIM
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Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of derivatives research
1
The Quarterly Journal of Finance : QJF
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The journal of asset management
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Measuring commodity market quality
Lauter, Tobias
;
Prokopczuk, Marcel
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013538965
Saved in:
2
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:
3
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:
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
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:
6
Characteristics-based portfolio choice with leverage constraints
Ammann, Manuel
;
Coqueret, Guillaume
;
Schade, Jan-Philip
- In:
Journal of banking & finance
70
(
2016
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011635115
Saved in:
7
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:
8
Seasonal Stochastic Volatility : implications for the pricing of commodity options
Arismendi Zambrano, Juan Carlos
;
Back, Janis
; …
- In:
Journal of banking & finance
66
(
2016
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011634553
Saved in:
9
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:
10
An alternative three-factor model for international markets : evidence from the European Monetary Union
Ammann, Manuel
;
Odoni, Sandro
;
Oesch, David
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1857-1864
Persistent link: https://www.econbiz.de/10009629801
Saved in:
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