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
