Michael Stollenwerk

Michael Stollenwerk

Ruprecht Karls Universität Heidelberg - Heidelberg / Germany
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202511
Heidelberg University
person_outline Michael Stollenwerk's MOST POPULAR ARTICLES
1-) Dynamic principal component CAW models for high-dimensional realized covariance matrices Quantitative Finance 20 (5), 799-821, 2020
2-) Probability distributions for realized covariance measuresM StollenwerkJournal of Econometrics, 105954, 2025