Thomas Dimpfl

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!

PublicationDate of PublicationType
Think again: volatility asymmetry and volatility persistence
Studies in Nonlinear Dynamics & Econometrics
2023-04-17Paper
Price discovery in the markets for credit risk: a Markov switching approach
Studies in Nonlinear Dynamics & Econometrics
2023-03-30Paper
Using transfer entropy to measure information flows between financial markets
Studies in Nonlinear Dynamics & Econometrics
2023-03-13Paper
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave
Econometrics Journal
2022-12-06Paper
Asymmetric volatility in cryptocurrencies
Economics Letters
2018-11-22Paper


Research outcomes over time


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