Hendrik Hülsbusch

University of Muenster - Finance Center Muenster

PhD (Dr. rer. pol.)

Schlossplatz 2

Muenster

Germany

  • University of Muenster - Finance Center Muenster

SCHOLARLY PAPERS

3

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CROSSREF CITATIONS

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Ideas:
“  I'm currently working on projects in the area of volatility and tail risks.  ”

  • University of Muenster - Finance Center Muenster

Scholarly Papers (3)

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1.

The Volatility-of-Volatility Term Structure

Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 80 Posted: 08 Jun 2017 Last Revised: 09 Jan 2018
Nicole Branger, Hendrik Hülsbusch and Alexander Kraftschik
University of Münster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Münster - Finance Center Muenster
Downloads 852 (45,891)
Citation 7

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Financial Crises, Option Returns, Term Structure, Volatility, Volatility-of-Volatility, VVIX

2.

Idiosyncratic Volatility, Its Expected Variation, and the Cross-Section of Stock Returns

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 61 Posted: 01 Jul 2017 Last Revised: 19 Jul 2019
Nicole Branger, Hendrik Hülsbusch and T. Frederik Middelhoff
University of Münster - Finance Center Muenster, University of Muenster - Finance Center Muenster and University of Münster - Finance Center Muenster
Downloads 547 (81,666)
Citation 2

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Options, Stock Returns, Idiosyncratic Volatility, Volatility-of-Volatility

3.

Volatility Uncertainty and Jumps

Number of pages: 52 Posted: 10 May 2018 Last Revised: 15 Jul 2022
Thomas Gruenthaler and Hendrik Hülsbusch
University of Muenster - Finance Center Muenster and University of Muenster - Finance Center Muenster
Downloads 298 (163,653)

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Jumps, Tail Risk, Volatility, Volatility Uncertainty, Volatility-of-Volatility, Option Pricing