Konstantin Kuck
Konstantin Kuck
Computational Science Lab (CSL) and Data & Statistical Consulting (DSC), University of Hohenheim
Bestätigte E-Mail-Adresse bei uni-hohenheim.de
Titel
Zitiert von
Zitiert von
Jahr
Bitcoin, gold and the US dollar–A replication and extension
DG Baur, T Dimpfl, K Kuck
Finance Research Letters 25, 103-110, 2018
3232018
A Markov regime-switching model of crude oil market integration
K Kuck, K Schweikert
Journal of Commodity Markets 6, 16-31, 2017
212017
Asymmetric over-and undershooting of major exchange rates: evidence from quantile regressions
K Kuck, R Maderitsch, K Schweikert
Economics Letters 126, 114-118, 2015
122015
The timing of the flight to gold: An intra-day analysis of gold and the S&P500
DG Baur, K Kuck
Finance Research Letters 33, 101187, 2020
52020
Intra-day dynamics of exchange rates: New evidence from quantile regression
K Kuck, R Maderitsch
The Quarterly Review of Economics and Finance 71, 247-257, 2019
52019
Forecasting Baden‐Württemberg's GDP Growth: MIDAS Regressions versus Dynamic Mixed‐Frequency Factor Models
K Kuck, K Schweikert
Journal of Forecasting, 0
1
Safe Haven Assets-The Bigger Picture
DG Baur, T Dimpfl, K Kuck
Available at SSRN 3800872, 2021
2021
The quantile-heterogeneous autoregressive model of realized volatility: New evidence from commodity markets
K Kuck, R Maderitsch
Financial Mathematics, Volatility and Covariance Modelling, 39-58, 2019
2019
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