Concepedia
Statistics
Publications
41
Citations
2.2K
H-Index
23
Active since
2003
Affiliations
Heidelberg University(Current)
Swiss Finance Institute
ETH Zurich
Weber
Brunel University of London
Christian Conrad is an author at Heidelberg University specializing in economics, business, and finance.
Top concepts
BusinessEconomicsFinanceMacroeconomicsEconomic AnalysisEconometricsAsset PricingFinancial EconomicsVolatility ModelingStatistics
Publications per year
2003–2022
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis
Christian Conrad, Anessa Custovic, Éric Ghysels · Journal of risk and financial management · 2018 · 261 citations · Full text
Economics, Volatility Modeling, Financial Economics +11
Anticipating Long-Term Stock Market Volatility
Christian Conrad, Karin Loch · Journal of Applied Econometrics · 2014 · 218 citations
Volatility Modeling, Economics, Financial Economics +11
On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
Christian Conrad, Karin Loch, Daniel Rittler · Journal of Empirical Finance · 2014 · 180 citations
Economics, Volatility Modeling, Financial Economics +10
Modeling and explaining the dynamics of European Union Allowance prices at high-frequency
Christian Conrad, Daniel Rittler, Waldemar Rotfuß · Energy Economics · 2011 · 153 citations
Dynamic Economic Model, Economics, Dynamic Pricing +9
Inequality Constraints in the Fractionally Integrated GARCH Model
Christian Conrad · Journal of Financial Econometrics · 2006 · 139 citations
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