With a pinch of stop loss: A Real Vision trading recipe
Authors: Moritz Heiden, Dominik Schneller, Moritz Seibert
Retail investors’ trading behaviour in foreign exchange markets
Authors: Moritz Heiden, Sebastian Heiden, Moritz Seibert
Home is where you know your volatility – Local investor sentiment and stock market volatility
German Economic Review, Authors: Dominik Schneller, Sebastian Heiden, Moritz Heiden, Alain Hamid
Forecasting volatility with empirical similarity and Google Trends
Journal of Economic Behavior & Organization, Authors: Moritz Heiden, Alain Hamid
A multivariate volatility vine copula model
Econometric Reviews, Authors: Eike Brechmann, Moritz Heiden, Yarema Okhrin
Asymmetry and nonlinearity in forecasting multivariate stock market volatility
Authors: Moritz Heiden
Pitfalls of the Cholesky decomposition for forecasting multivariate volatility
Authors: Moritz Heiden