Publikationsliste – Institute of Econometrics and Data Science

Testing the Conditional CAPM using Cross-sectional Regressions: A Multi-task Learning Approach. / Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian et al.
2024.

Research output: Working paper/Preprint › Working paper/Discussion paper

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Nonstandard Errors. / Menkveld, Albert; Dreber, Anna; Holzmeister, Felix et al.
In: Journal of Finance, 06.2024, p. 2339-2390.

Research output: Contribution to journal › Article › Research › peer review

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Estimating the SARS-CoV-2 Infection Fatality Rate by Data Combination: The Case of Germany's First Wave. / Dimpfl, Thomas; Sönksen, Jantje; Bechmann, Ingo et al.
In: Econometrics Journal, Vol. 25, No. 2, 01.05.2022, p. 515-530.

Research output: Contribution to journal › Article › Research › peer review

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Machine Learning for Asset Pricing. / Sönksen, Jantje.
Econometrics with Machine Learning. ed. / Felix Chan; László Mátyás. Vol. 53 Springer International Publishing AG, 2022. p. 337–366.

Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research

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Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach. / Sönksen, Jantje; Grammig, Joachim.
In: Journal of econometrics, Vol. 222, No. 1, 05.2021, p. 805-832.

Research output: Contribution to journal › Article › Research › peer review

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Diverging Roads: Theory-Based vs. Machine Learning-Implied Stock Risk Premia. / Grammig, Joachim; Hanenberg, Constantin; Schlag, Christian et al.
2020. (University of Tübingen Working Papers in Business and Economics; No. 130).

Research output: Working paper/Preprint › Working paper/Discussion paper

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