Concepedia
Statistics
Publications
2
Citations
300
H-Index
Active since
2018
Affiliations
Heidelberg University(Current)
University of North Carolina at Chapel Hill
Anessa Custovic is an author at Heidelberg University specializing in volatility modeling, business, and asset pricing.
Top concepts
FinanceBusinessEconomicsAsset PricingVolatility RiskFinancial EconomicsVolatility Modeling
Publications per year
2018–2018
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
Christian Conrad, Anessa Custovic, Éric Ghysels · SSRN Electronic Journal · 2018 · 39 citations · Full text
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