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Clemens Völkert

Clemens Völkert

Universität Münster - Münster / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4568342
University of Münster
person_outline Clemens Völkert's MOST POPULAR ARTICLES
1-) Ambiguity in the cross-section of expected returns: An empirical assessment Journal of Business & Economic Statistics 33 (3), 418-429, 2015
2-) The distribution of uncertainty: Evidence from the VIX options market Journal of Futures Markets 35 (7), 597-624, 2015
3-) The fine structure of variance: Pricing vix derivatives in consistent and log-vix models Available at SSRN 2028285, 2016
4-) The Fine Structure of Variance: Consistent Pricing of VIX Derivatives
5-) What is the Equilibrium Price of Variance Risk? A Long-Run Risks Model with Two Volatility Factors A Long-Run Risks Model with Two Volatility Factors (September 9, 2012), 2012