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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Prokopczuk, Marcel"
~subject:"Börsenkurs"
~subject:"Credit risk"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Börsenkurs
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Prokopczuk, Marcel
Saunders, Anthony
13
Subrahmanyam, Avanidhar
10
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9
Norden, Lars
9
Chang, Eric Chieh
8
Lakonishok, Josef
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Journal of banking & finance
The journal of finance : the journal of the American Finance Association
Energy economics
2
Journal of empirical finance
2
Journal of financial markets
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Journal of international money and finance
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ECONIS (ZBW)
5
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1
Asset prices and "the devil(s) you know"
Hollstein, Fabian
;
Nguyen, Duc Binh Benno
;
Prokopczuk, …
- In:
Journal of banking & finance
105
(
2019
),
pp. 20-35
Persistent link: https://www.econbiz.de/10012163795
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
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:
5
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:
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