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Citations per year
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Cited by
All
Since 2019
Citations
14
13
h-index
2
2
i10-index
0
0
0
8
4
2019
2020
2021
2022
2023
2024
1
3
7
2
Co-authors
Stefan Reitz
Professor of Economics, University of Kiel
Verified email at qber.uni-kiel.de
Matthias Neuenkirch
Professor of Economics, Trier University
Verified email at uni-trier.de
Jan Pablo Burgard
Trier University
Verified email at uni-trier.de
Follow
Dennis Umlandt
University of Innsbruck
Verified email at uibk.ac.at -
Homepage
International Finance
Empirical Asset Pricing
Financial Econometrics
Articles
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Cited by
Cited by
Year
Currency returns and FX dealer balance sheets
S Reitz, D Umlandt
Journal of International Economics 133, 103541
, 2021
7
*
2021
Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance
D Umlandt
Journal of Econometrics, 105470
, 2023
6
*
2023
Dynamic mixture vector autoregressions with score-driven weights
AG Gretener, M Neuenkirch, D Umlandt
CESifo Working Paper
, 2023
1
2023
Moment Conditions and Time-Varying Risk Premia
D Umlandt
Available at SSRN 4736807
, 2024
2024
(Almost) Recursive Shock Identification with Economic Parameter Restrictions
JP Burgard, M Neuenkirch, D Umlandt
Available at SSRN 4320865
, 2023
2023
Essays in Empirical Dynamic Asset Pricing: Methods and Applications in Foreign Exchange
D Umlandt
2020
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