Browsing All of EconStor by Author Conrad, Christian


Showing results 21 to 37 of 37
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Year of PublicationTitleAuthor(s)
2015Misspecification Testing in GARCH-MIDAS ModelsConrad, Christian; Schienle, Melanie
2015Asymptotics for parametric GARCH-in-Mean ModelsConrad, Christian; Mammen , Enno
2015The Variance Risk Premium and Fundamental UncertaintyConrad, Christian; Loch, Karin
2015Misspecification Testing in GARCH-MIDAS ModelsConrad, Christian; Schienle, Melanie
2016On the statistical properties of multiplicative GARCH modelsConrad, Christian; Kleen, Onno
2016Macroeconomic expectations and the time-varying stock-bond correlation: international evidenceConrad, Christian; Loch, Karin
2017On the economic determinants of optimal stock-bond portfolios: International evidenceConrad, Christian; Stürmer, Karin
2017When does information on forecast variance improve the performance of a combined forecast?Conrad, Christian
2018"Déjà vol" revisited: Survey forecasts of macroeconomic variables predict volatility in the cross-section of industry portfoliosConrad, Christian; Glas, Alexander
2018Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysisConrad, Christian; Custovic, Anessa; Ghysels, Eric
2019Testing for an omitted multiplicative long-term component in GARCH modelsConrad, Christian; Schienle, Melanie
2020The Role of Information and Experience for Households' Inflation ExpectationsConrad, Christian; Enders, Zeno; Glas, Alexander
2020The role of information and experience for households' inflation expectationsConrad, Christian; Enders, Zeno; Glas, Alexander
2020Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS modelsConrad, Christian; Kleen, Onno
2021The role of information and experience for households' inflation expectationsConrad, Christian; Enders, Zeno; Glas, Alexander
2023Long-term volatility shapes the stock market's sensitivity to newsConrad, Christian; Schölkopf, Julius; Tushteva, Nikoleta
2023Heterogeneous expectations among professional forecastersConrad, Christian; Lahiri, Kajal