Browsing All of EconStor by Author Prokopczuk, Marcel

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Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2017 International tail risk and world fearNguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, Chardin
2017 The term structure of systematic and idiosyncratic riskHollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin
2017 The risk premium of goldNguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, Chardin
2017 How to estimate beta?Hollstein, Fabian; Prokopczuk, Marcel; Wese Simen, Chardin
2017 Predicting the equity market with option implied variablesProkopczuk, Marcel; Tharann, Björn; Wese Simen, Chardin
2017 Jumps in commodity marketsNguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, Chardin
2017 The memory of stock return volatility: Asset pricing implicationsNguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp
2017 The long memory of equity volatility: International evidenceNguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp
2017 Historical Antisemitism, Ethnic Specialization, and Financial DevelopmentD'Acunto, Francesco; Prokopczuk, Marcel; Weber, Michael
2018 Is commodity index investing profitable?Fethke, Tobias; Prokopczuk, Marcel
2019 The memory of beta factorsBecker, Janis; Hollstein, Fabian; Prokopczuk, Marcel; Sibbertsen, Philipp
2019 Volatility term structures in commodity marketsHollstein, Fabian; Prokopczuk, Marcel; Würsig, Christoph
2020 The long memory of equity volatility and the macroeconomy: International evidenceDräger, Lena; Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Sibbertsen, Philipp