Chardin Wese Simen

Most cited in this library

• Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets2015 · 126 citations
• Variance risk in commodity markets2017 · 84 citations
• The importance of the volatility risk premium for volatility forecasting2013 · 61 citations
• The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas2020 · 48 citations
• Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section2019 · 45 citations