Klaus Grobys
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Modeling variance risk in financial markets using power-laws: new evidence from the Garman-Klass variance estimator Quantitative Finance | 2025-08-26 | Paper |
| Science or scientism? On the momentum illusion Annals of Finance | 2024-12-23 | Paper |
| Risk-managed industry momentum and momentum crashes Quantitative Finance | 2019-02-06 | Paper |
| Risk-managed 52-week high industry momentum, momentum crashes and hedging macroeconomic risk Quantitative Finance | 2018-11-14 | Paper |
| Option-implied volatility spillover indices for FX risk factors Economics Letters | 2018-09-20 | Paper |
Research outcomes over time
This page was built for person: Klaus Grobys
