Konstantin Kuck

University of Hohenheim - Institute for Economics (520K) - Department of Econometrics and Statistics

Schloss-Mittelhof (Ost)

70593 Stuttgart

Germany

http://www.uni-hohenheim.de/organisation/person/msc-konstantin-kuck

SCHOLARLY PAPERS

4

DOWNLOADS

433

SSRN CITATIONS
Rank 34,262

SSRN RANKINGS

Top 34,262

in Total Papers Citations

20

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Bitcoin, Gold and the Dollar - A Replication and Extension

Number of pages: 21 Posted: 24 Aug 2017 Last Revised: 26 Aug 2017
Dirk G. Baur, Thomas Dimpfl and Konstantin Kuck
University of Western Australia - Business School, University of Tuebingen - Department of Statistics and Econometrics and University of Hohenheim - Institute for Economics (520K) - Department of Econometrics and Statistics
Downloads 350 (96,527)
Citation 22

Abstract:

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replication study, Bitcoin, cryptocurrencies

2.

The Timing of the Flight to Gold: An Intra-Day Analysis of Gold and the S&P500

Finance Research Letters, Forthcoming
Number of pages: 17 Posted: 23 Sep 2018 Last Revised: 11 May 2019
Dirk G. Baur and Konstantin Kuck
University of Western Australia - Business School and University of Hohenheim - Institute for Economics (520K) - Department of Econometrics and Statistics
Downloads 55 (416,161)

Abstract:

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Gold, safe haven, intra-day data, high-frequency

3.

The Quantile-Heterogeneous Autoregressive Model of Realized Volatility: New Evidence from Commodity Markets

Advances in Applied Financial Econometrics, Routledge, Forthcoming
Number of pages: 20 Posted: 01 Mar 2018
Konstantin Kuck and Robert Maderitsch
University of Hohenheim - Institute for Economics (520K) - Department of Econometrics and Statistics and University of Hohenheim
Downloads 28 (533,513)

Abstract:

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4.

Intra-Day Dynamics of Exchange Rates: New Evidence from Quantile Regression

Quarterly Review of Economics and Finance, Vol. 71, 2019
Posted: 03 Apr 2017 Last Revised: 21 Apr 2019
Konstantin Kuck and Robert Maderitsch
University of Hohenheim - Institute for Economics (520K) - Department of Econometrics and Statistics and University of Hohenheim

Abstract:

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Foreign exchange Autocorrelation quantile regression state-dependence non-linearity