Robert Wichmann

ICMA Centre, University of Reading

ICMA Centre, Whiteknights Campus

Shinfield Road

Reading, Berkshire RG6 6BA

United Kingdom

http://www.icmacentre.ac.uk

  • ICMA Centre, University of Reading

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    • Tel: +44 118 378 8239
SCHOLARLY PAPERS

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Scholarly Papers (5)

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1.

R Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 114 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Robert Wichmann and Chris Brooks
ICMA Centre, University of Reading and University of Reading - ICMA Centre
Downloads 592 (49,393)

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Econometrics

2.

EViews Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 123 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Chris Brooks and Robert Wichmann
University of Reading - ICMA Centre and ICMA Centre, University of Reading
Downloads 507 (60,076)

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Econometrics

3.

Stata Guide to Accompany Introductory Econometrics for Finance

Brooks, Chris. Introductory Econometrics for Finance. Cambridge University Press, 2019
Number of pages: 181 Posted: 19 Oct 2019 Last Revised: 27 Oct 2019
Lisa Schopohl, Robert Wichmann and Chris Brooks
University of Reading - ICMA Centre, ICMA Centre, University of Reading and University of Reading - ICMA Centre
Downloads 432 (73,170)

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Econometrics

4.

The Natural Gas Announcement Day Puzzle

The Energy Journal, Forthcoming
Number of pages: 23 Posted: 08 May 2020
Marcel Prokopczuk, Chardin Wese Simen and Robert Wichmann
Leibniz Universität Hannover - Faculty of Economics and Management, University of Liverpool Management School and ICMA Centre, University of Reading
Downloads 53 (411,410)

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Gas Markets, Announcement Effect, Storage News, Intraday

5.

The Dynamics of Commodity Return Comovements

Number of pages: 57 Posted: 08 May 2020
Marcel Prokopczuk, Chardin Wese Simen and Robert Wichmann
Leibniz Universität Hannover - Faculty of Economics and Management, University of Liverpool Management School and ICMA Centre, University of Reading
Downloads 53 (411,410)

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Commodity Markets, Comovement, Financialization, Factor Model