Concepedia

Chardin Wese Simen

CW

20

Publications

539

Citations

14

H-Index

2013

Active since

Affiliations

University of Reading(Current)

Leibniz University Hannover

University of Liverpool

University of East Anglia

Chardin Wese Simen is an author at University of Reading specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingManagementStatisticsEconomic AnalysisRisk ManagementFinancial EconomicsForecasting

Publications per year

2013–2021

20

Publications

20

Variance risk in commodity markets

Marcel Prokopczuk, Lazaros Symeonidis, Chardin Wese Simen · Journal of Banking & Finance · 2017 · 68 citations · Full text

Economics, Risk Management, Business +4

The importance of the volatility risk premium for volatility forecasting

Marcel Prokopczuk, Chardin Wese Simen · Journal of Banking & Finance · 2013 · 57 citations

Forecasting Methodology, Volatility Modeling, Multivariate Stochastic Volatility +12

The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas

Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen · Management Science · 2020 · 47 citations

Empirical Finance, Asset Allocation, Capital Structure +16

Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section

Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen · Journal of Financial Markets · 2019 · 44 citations

Economic Forecasting, Broad Cross-section, Asset Pricing +11

Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective

Andreas G. F. Hoepner, David G. McMillan, Andrew Vivian et al. · European Journal of Finance · 2020 · 42 citations · Full text

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