Browsing All of EconStor by Author Walther, Thomas
Showing results 1 to 10 of 10
| Year of Publication | Title | Author(s) |
| 2018 | Oil Price Changes and U.S. Real GDP Growth: Is this Time Different? | Charfeddine, Lanouar; Klein, Tony; Walther, Thomas |
| 2018 | Exogenous Drivers of Bitcoin and Cryptocurrency Volatility – A Mixed Data Sampling Approach to Forecasting | Walther, Thomas; Klein, Tony; Bouri, Elie |
| 2018 | Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance | Klein, Tony; Thu, Hien Pham; Walther, Thomas |
| 2018 | Bitcoin Is Not the New Gold: A Comparison of Volatility, Correlation, and Portfolio Performance | Klein, Tony; Hien, Pham Thu; Walther, Thomas |
| 2018 | Value-at-risk for South-East Asian stock markets: Stochastic volatility vs. GARCH | Quang, Paul Bui; Klein, Tony; Nguyen Nam Hai; Walther, Thomas |
| 2020 | Reviewing the Oil Price - GDP Growth Relationship: A Replication Study | Charfeddine, Lanouar; Klein, Tony; Walther, Thomas |
| 2021 | Forecasting Realized Volatility of Crude Oil Futures Prices based on Machine Learning | Luo, Jiawen; Klein, Tony; Walther, Thomas; Ji, Qiang |
| 2021 | Empirical analysis of the illiquidity premia of German real estate securities | Paul, Thomas; Walther, Thomas; Küster-Simic, André |
| 2022 | Common Drivers of Commodity Futures? | Dudda, Tom L.; Klein, Tony; Nguyen, Duc Khuong; Walther, Thomas |
| 2023 | Reinforcement Learning and Portfolio Allocation: Challenging Traditional Allocation Methods | Lavko, Matus; Klein, Tony; Walther, Thomas |
