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Dennis Umlandt
Dennis Umlandt
University of Innsbruck
uibk.ac.at üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Currency returns and FX dealer balance sheets
S Reitz, D Umlandt
Journal of International Economics 133, 103541, 2021
7*2021
Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance
D Umlandt
Journal of Econometrics, 105470, 2023
6*2023
Dynamic mixture vector autoregressions with score-driven weights
AG Gretener, M Neuenkirch, D Umlandt
CESifo Working Paper, 2023
12023
Moment Conditions and Time-Varying Risk Premia
D Umlandt
Available at SSRN 4736807, 2024
2024
(Almost) Recursive Shock Identification with Economic Parameter Restrictions
JP Burgard, M Neuenkirch, D Umlandt
Available at SSRN 4320865, 2023
2023
Essays in Empirical Dynamic Asset Pricing: Methods and Applications in Foreign Exchange
D Umlandt
2020
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–6