Browsing All of EconStor by Author Thimme, Julian
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2018 | Volatility-of-volatility risk | Huang, Darien; Schlag, Christian; Shaliastovich, Ivan; Thimme, Julian |
2020 | Implied Volatility Duration: A measure for the timing of uncertainty resolution | Schlag, Christian; Thimme, Julian; Weber, RĂ¼diger |
2020 | Predictability and the cross-section of expected returns: A challenge for asset pricing models | Schlag, Christian; Semenischev, Michael; Thimme, Julian |
2020 | GMM weighting matrices incross-sectional asset pricing tests | Laurinaityte, Nora; Meinerding, Christoph; Schlag, Christian; Thimme, Julian |
2023 | Non-substitutable consumption growth risk | Dittmar, Robert F.; Schlag, Christian; Thimme, Julian |