Matthias Held

WHU - Otto Beisheim School of Management

Research Assistant

Burgplatz 2

Vallendar, 56179

Germany

  • WHU - Otto Beisheim School of Management

SCHOLARLY PAPERS

3

DOWNLOADS

797

TOTAL CITATIONS

8

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Up- and Downside Variance Risk Premia in Global Equity Markets

Number of pages: 36 Posted: 04 Jun 2018 Last Revised: 03 Jun 2020
Matthias Held, Julia Kapraun, Julia Kapraun, Marcel Omachel and Julian Thimme
WHU - Otto Beisheim School of Management, Goethe University Frankfurt - House of FinanceUniversity of Hamburg, WHU - Otto Beisheim School of Management and Karlsruhe Institute of Technology
Downloads 614 (90,759)
Citation 7

Abstract:

Loading...

variance risk premium, semivariance, semimoment, derivatives

2.

Common Risks in the Eurozone

Number of pages: 52 Posted: 21 Oct 2014 Last Revised: 21 Dec 2015
Matthias Held, Marcel Omachel and Markus Rudolf
WHU - Otto Beisheim School of Management, WHU - Otto Beisheim School of Management and WHU Otto Beisheim Graduate School of Management
Downloads 137 (433,499)
Citation 1

Abstract:

Loading...

Currency risk, sovereign default risk, Bayesian analysis

3.

An Efficient Parallel Simulation Method for Posterior Inference on Paths of Markov Processes

Number of pages: 7 Posted: 21 Oct 2014
Matthias Held and Marcel Omachel
WHU - Otto Beisheim School of Management and WHU - Otto Beisheim School of Management
Downloads 46 (817,838)

Abstract:

Loading...

Bayesian inference, Markov Chain Monte Carlo, Posterior path simulation