Research
Let’s write a paper together! Drop us a note if you are interested in quantitative research and would like to collaborate with us.
Our Research
1207, 2020
With a pinch of stop loss: A Real Vision trading recipe
Authors: Moritz Heiden, Dominik Schneller, Moritz Seibert
702, 2019
Retail investors’ trading behaviour in foreign exchange markets
Authors: Moritz Heiden, Sebastian Heiden, Moritz Seibert
802, 2017
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
511, 2015
Forecasting volatility with empirical similarity and Google Trends
Journal of Economic Behavior & Organization, Authors: Moritz Heiden, Alain Hamid
111, 2015
A multivariate volatility vine copula model
Econometric Reviews, Authors: Eike Brechmann, Moritz Heiden, Yarema Okhrin
2109, 2015
Asymmetry and nonlinearity in forecasting multivariate stock market volatility
Authors: Moritz Heiden
2307, 2015
Pitfalls of the Cholesky decomposition for forecasting multivariate volatility
Authors: Moritz Heiden