Maik Dierkes
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Person:2136967
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 |
|---|---|---|
| Monitoring breaks in fractional cointegration Communications in Statistics. Theory and Methods | 2026-06-10 | Paper |
| Measuring tail risk Journal of Econometrics | 2024-06-12 | Paper |
| Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle Review of Derivatives Research | 2024-06-04 | Paper |
| Option-implied lottery demand and IPO returns Journal of Economic Dynamics and Control | 2022-05-16 | Paper |
| Indistinguishability of small probabilities, subproportionality, and the common ratio effect Journal of Mathematical Psychology | 2020-05-05 | Paper |
Research outcomes over time
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