University of Zurich — Switzerland
Economics, Econometrics and Finance · Social Sciences
6h-index202citations10works0.02yr avg
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Research Topics
Financial Risk and Volatility Modeling(5), Market Dynamics and Volatility(5), Monetary Policy and Economic Impact(4), Complex Systems and Time Series Analysis(4), Financial Markets and Investment Strategies(3)
Publications10 total
The North American Journal of Economics and Finance·2013· 32 cited
SSRN Electronic Journal·2013· 5 citedOpen Access
Journal of Econometrics·2012· 60 cited
Zurich Open Repository and Archive (University of Zurich)·2011· 4 citedOpen Access
SSRN Electronic Journal·2011· 13 citedOpen Access
Finance research letters·2009· 63 cited
The Journal of Risk Model Validation·2008· 13 cited
Zurich Open Repository and Archive (University of Zurich)·2007Open Access
Analyzing and Exploiting Asymmetries in the News Impact Curve
2006· 4 cited
The Leverage Efiect without Leverage: An Experimental Study ⁄
2006· 8 cited
Frequent Co-authors
Marc S. Paolella(6), Markus Haas(5), Jochen Krause(4), Thorsten Hens(2), Simon A. Broda(2)