Publications
Showing results 21 - 23 out of 23
2019
Hollstein, F., & Wese Simen, C. (2019). Variance risk: A bird's eye view. Journal of Econometrics, 215(2), 517-535. https://doi.org/10.1016/j.jeconom.2019.09.006
2018
Hollstein, F., & Prokopczuk, M. (2018). How aggregate volatility-of-volatility affects stock returns. Review of Asset Pricing Studies, 8(2), 253-292. Advance online publication. https://doi.org/10.1093/rapstu/rax019
2016
Hollstein, F., & Prokopczuk, M. (2016). Estimating Beta. Journal of Financial and Quantitative Analysis, 51(4), 1437-1466. https://doi.org/10.1017/s0022109016000508
