Details about Wolfgang Schadner
Access statistics for papers by Wolfgang Schadner.
Last updated 2022-05-19. Update your information in the RePEc Author Service.
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- Feasible Implied Correlation Matrices from Factor Structures
- Risk-Neutral Momentum and Market Fear
Working Papers on Finance, University of St. Gallen, School of Finance
- Estimating Forward-Looking Stock Correlations from Risk Factors
Mathematics, 2022, 10, (10), 1-19
- U.S. Politics from a multifractal perspective
Chaos, Solitons & Fractals, 2022, 155, (C) View citations (1)
- Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix
Finance Research Letters, 2021, 41, (C) View citations (1)
- On the persistence of market sentiment: A multifractal fluctuation analysis
Physica A: Statistical Mechanics and its Applications, 2021, 581, (C) View citations (1)
- The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis
Finance Research Letters, 2021, 42, (C) View citations (1)
- An idea of risk-neutral momentum and market fear
Finance Research Letters, 2020, 37, (C) View citations (3)
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