Browsing All of EconStor by Author Klein, Tony


Showing results 1 to 14 of 14
Year of PublicationTitleAuthor(s)
2018Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?Charfeddine, Lanouar; Klein, Tony; Walther, Thomas
2018Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to ForecastingWalther, Thomas; Klein, Tony; Bouri, Elie
2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio PerformanceKlein, Tony; Thu, Hien Pham; Walther, Thomas
2018Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio PerformanceKlein, Tony; Hien, Pham Thu; Walther, Thomas
2018Trends and Contagion in WTI and Brent Crude Oil Spot and Futures Markets - The Role of OPEC in the last DecadeKlein, Tony
2018Value-at-risk for South-East Asian stock markets: Stochastic volatility vs. GARCHQuang, Paul Bui; Klein, Tony; Nguyen Nam Hai; Walther, Thomas
2019Forecasting Realized Volatility of Agricultural Commodity Futures with Infinite Hidden Markov HAR ModelsLuo, Jiawen; Klein, Tony; Ji, Qiang; Hou, Chenghan
2019Night Trading with Futures in China: The Case of Aluminum and CopperKlein, Tony; Todorova, Neda
2019Floating Rate Notes and Stakeholder Activities During Zero and Negative Interest Rate RegimesKlaus, Juergen; Selga, Eriks; Klein, Tony
2020Reviewing the Oil Price - GDP Growth Relationship: A Replication StudyCharfeddine, Lanouar; Klein, Tony; Walther, Thomas
2021Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine LearningLuo, Jiawen; Klein, Tony; Walther, Thomas; Ji, Qiang
2021Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor ShockKlein, Tony
2022Common Drivers of Commodity Futures?Dudda, Tom L.; Klein, Tony; Nguyen, Duc Khuong; Walther, Thomas
2023Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation MethodsLavko, Matus; Klein, Tony; Walther, Thomas